-19.8%
WDAY vs AUR
-34.9%
+15.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.5% | -5.2% |
| 7D | -6.1% | +19.2% | -25.3% | -8.0% |
| 30D | +3.7% | -7.8% | +11.5% | +4.4% |
| 3M | +29.6% | +4.0% | +25.6% | +28.2% |
| 6M | +23.3% | +45.0% | -21.7% | +16.3% |
| YTD | -13.3% | +69.5% | -82.8% | -20.0% |
| 1Y | -19.6% | +13.0% | -32.7% | -22.7% |
| 3Y | -25.7% | +90.4% | -116.0% | -39.4% |
| 5Y | -31.6% | -34.2% | +2.6% | -45.0% |
| All | -19.8% | -34.9% | +15.1% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling