+296.2%
WDAY vs ATI
+512.3%
-216.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.1% | -4.3% |
| 7D | -2.5% | +6.2% | -8.6% | -3.5% |
| 30D | +4.7% | -7.1% | +11.8% | +5.4% |
| 3M | +13.3% | -21.3% | +34.6% | +16.8% |
| 6M | +57.3% | +6.5% | +50.8% | +52.8% |
| YTD | -10.2% | +53.2% | -63.4% | -19.1% |
| 1Y | -14.1% | +82.7% | -96.8% | -25.1% |
| 3Y | -11.7% | +314.3% | -326.0% | -35.7% |
| 5Y | -33.5% | +890.9% | -924.4% | -59.5% |
| 10Y | +133.1% | +1,142.3% | -1,009.3% | +21.9% |
| All | +296.2% | +512.3% | -216.1% | +123.1% |
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