+136.8%
WDAY vs AWK
+153.6%
-16.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -4.8% | -2.6% | -2.2% | -4.0% |
| 30D | +2.5% | +14.2% | -11.7% | -1.7% |
| 3M | +8.8% | +10.0% | -1.3% | +5.6% |
| 6M | +60.7% | +17.1% | +43.6% | +53.1% |
| YTD | -11.2% | +16.1% | -27.4% | -15.8% |
| 1Y | -15.6% | +17.5% | -33.1% | -20.4% |
| 3Y | -17.1% | +29.3% | -46.4% | -27.3% |
| 5Y | -35.7% | -3.5% | -32.2% | -37.1% |
| All | +136.8% | +153.6% | -16.8% | +84.7% |
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