-14.4%
WDAY vs ATI
+302.5%
-317.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.1% | -3.6% |
| 7D | -2.5% | +6.2% | -8.6% | -2.4% |
| 30D | +4.7% | -7.1% | +11.8% | +4.7% |
| 3M | +13.3% | -21.3% | +34.6% | +13.5% |
| 6M | +57.3% | +6.5% | +50.8% | +55.2% |
| YTD | -10.2% | +53.2% | -63.4% | -16.3% |
| 1Y | -14.1% | +82.7% | -96.8% | -22.3% |
| All | -14.4% | +302.5% | -317.0% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling