+144.0%
WDAY vs AWK
+157.1%
-13.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.7% | +2.6% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +4.1% | +14.3% | -10.2% | -0.2% |
| 3M | -4.8% | +10.3% | -15.1% | -7.7% |
| 6M | +68.6% | +18.9% | +49.7% | +59.8% |
| YTD | -8.5% | +17.7% | -26.3% | -13.6% |
| 1Y | -12.1% | +16.9% | -29.0% | -16.9% |
| 3Y | -13.2% | +32.2% | -45.4% | -24.5% |
| 5Y | -33.7% | -2.2% | -31.6% | -35.4% |
| All | +144.0% | +157.1% | -13.1% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling