-18.1%
WDAY vs AUR
+17.8%
-35.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -5.2% | +1.4% | -6.6% | -5.3% |
| 30D | +5.9% | -6.4% | +12.3% | +6.3% |
| 3M | +42.3% | +7.7% | +34.6% | +40.2% |
| 6M | +34.7% | +44.5% | -9.8% | +24.0% |
| YTD | -13.5% | +67.4% | -81.0% | -22.8% |
| 1Y | -18.1% | +15.4% | -33.5% | -23.0% |
| All | -18.1% | +17.8% | -35.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling