+287.9%
WDAY vs AWK
+453.2%
-165.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -4.6% | +2.7% | -7.3% | -5.3% |
| 30D | +1.2% | +16.7% | -15.4% | -3.4% |
| 3M | +2.6% | +11.7% | -9.2% | -0.8% |
| 6M | +47.8% | +21.9% | +25.9% | +39.3% |
| YTD | -12.1% | +17.6% | -29.7% | -16.8% |
| 1Y | -17.1% | +19.8% | -36.9% | -22.1% |
| 3Y | -17.9% | +31.0% | -48.9% | -27.6% |
| 5Y | -35.1% | -3.0% | -32.1% | -36.6% |
| 10Y | +130.1% | +156.8% | -26.7% | +69.8% |
| All | +287.9% | +453.2% | -165.3% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling