-19.4%
WDAY vs AWK
+3.3%
-22.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -7.4% | +0.6% | -8.0% | -7.4% |
| 30D | +1.0% | +4.3% | -3.3% | +0.8% |
| 3M | +32.7% | +12.5% | +20.1% | +34.0% |
| 6M | +25.6% | +3.3% | +22.3% | +25.7% |
| YTD | -13.4% | +9.8% | -23.1% | -12.5% |
| 1Y | -19.4% | +2.9% | -22.3% | -18.3% |
| All | -19.4% | +3.3% | -22.7% | -18.3% |
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