-13.5%
WDAY vs AWK
+20.7%
-34.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.7% |
| 7D | -1.2% | +7.0% | -8.3% | -2.1% |
| 30D | +6.8% | +17.0% | -10.2% | +4.8% |
| 3M | +17.8% | +12.4% | +5.4% | +16.5% |
| 6M | +57.8% | +19.6% | +38.2% | +59.0% |
| YTD | -6.0% | +17.0% | -23.1% | -5.7% |
| 1Y | -13.5% | +20.0% | -33.6% | -14.1% |
| All | -13.5% | +20.7% | -34.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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