-25.7%
WDAY vs AWK
+9.6%
-35.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -4.9% |
| 7D | -6.1% | +2.2% | -8.3% | -6.1% |
| 30D | +3.7% | +4.4% | -0.7% | +3.7% |
| 3M | +29.6% | +15.4% | +14.2% | +30.3% |
| 6M | +23.3% | +3.5% | +19.8% | +23.5% |
| YTD | -13.3% | +9.8% | -23.1% | -13.0% |
| 1Y | -19.6% | +3.0% | -22.6% | -19.4% |
| 3Y | -25.7% | +9.7% | -35.3% | -23.3% |
| All | -25.7% | +9.6% | -35.3% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling