+292.6%
WDAY vs ATI
+553.1%
-260.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.8% |
| 7D | -5.3% | +4.7% | -10.0% | -6.0% |
| 30D | +1.5% | -0.2% | +1.8% | +1.1% |
| 3M | +5.5% | -18.5% | +23.9% | +8.1% |
| 6M | +57.4% | +16.4% | +41.1% | +50.9% |
| YTD | -11.0% | +63.4% | -74.4% | -20.7% |
| 1Y | -15.8% | +91.5% | -107.3% | -27.1% |
| 3Y | -16.9% | +329.2% | -346.1% | -39.8% |
| 5Y | -35.3% | +966.7% | -1,002.0% | -61.1% |
| 10Y | +131.0% | +1,003.8% | -872.7% | +23.7% |
| All | +292.6% | +553.1% | -260.5% | +118.9% |
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