+302.1%
WDAY vs ATI
+633.7%
-331.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.0% | -8.4% | -5.8% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | +14.7% | +2.7% | +12.0% | +14.0% |
| 3M | +32.4% | +16.3% | +16.1% | +28.0% |
| 6M | +36.9% | +30.2% | +6.7% | +28.7% |
| YTD | -8.8% | +83.6% | -92.4% | -19.7% |
| 1Y | -15.3% | +173.0% | -188.3% | -30.9% |
| 3Y | -21.2% | +356.6% | -377.9% | -43.1% |
| 5Y | -29.5% | +1,074.2% | -1,103.7% | -58.1% |
| 10Y | +120.0% | +1,136.2% | -1,016.2% | +15.7% |
| All | +302.1% | +633.7% | -331.6% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling