-31.1%
WDAY vs AWK
-16.7%
-14.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -7.4% | +0.6% | -8.0% | -7.5% |
| 30D | +1.0% | +4.3% | -3.3% | -0.1% |
| 3M | +32.7% | +12.5% | +20.1% | +28.9% |
| 6M | +25.6% | +3.3% | +22.3% | +24.3% |
| YTD | -13.4% | +9.8% | -23.1% | -15.9% |
| 1Y | -19.4% | +2.9% | -22.3% | -20.3% |
| 3Y | -25.8% | +9.6% | -35.4% | -30.7% |
| 5Y | -31.1% | -16.7% | -14.4% | -28.3% |
| All | -31.1% | -16.7% | -14.3% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling