-26.6%
WDAY vs AUR
+81.4%
-108.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.3% |
| 7D | -10.5% | +0.2% | -10.7% | -10.6% |
| 30D | +2.1% | -8.9% | +11.0% | +2.8% |
| 3M | +34.6% | +4.6% | +30.0% | +33.4% |
| 6M | +29.9% | +44.9% | -15.0% | +23.5% |
| YTD | -13.8% | +64.8% | -78.7% | -19.3% |
| 1Y | -18.3% | +16.4% | -34.6% | -21.2% |
| All | -26.6% | +81.4% | -108.0% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling