-34.3%
WDAY vs ATI
+906.2%
-940.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.1% | -4.0% |
| 7D | -2.5% | +6.2% | -8.6% | -3.0% |
| 30D | +4.7% | -7.1% | +11.8% | +5.1% |
| 3M | +13.3% | -21.3% | +34.6% | +15.3% |
| 6M | +57.3% | +6.5% | +50.8% | +53.7% |
| YTD | -10.2% | +53.2% | -63.4% | -18.4% |
| 1Y | -14.1% | +82.7% | -96.8% | -24.6% |
| 3Y | -11.7% | +314.3% | -326.0% | -36.2% |
| All | -34.3% | +906.2% | -940.5% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling