-17.9%
WDAY vs AWK
+29.4%
-47.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -4.6% | +2.7% | -7.3% | -4.6% |
| 30D | +1.2% | +16.7% | -15.4% | +1.4% |
| 3M | +2.6% | +11.7% | -9.2% | +2.7% |
| 6M | +47.8% | +21.9% | +25.9% | +49.6% |
| YTD | -12.1% | +17.6% | -29.7% | -11.2% |
| 1Y | -17.1% | +19.8% | -36.9% | -16.3% |
| 3Y | -17.9% | +31.0% | -48.9% | -19.4% |
| All | -17.9% | +29.4% | -47.3% | -19.4% |
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