+1,362.0%
AMAT vs WDAY
+129.5%
+1,232.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +19.3% | -4.8% | +24.1% | +21.2% |
| 30D | -17.9% | +2.5% | -20.4% | -19.1% |
| 3M | -30.4% | +8.8% | -39.2% | -34.2% |
| 6M | -11.4% | +60.7% | -72.2% | -32.6% |
| YTD | +48.8% | -11.2% | +60.0% | +44.0% |
| 1Y | +66.0% | -15.6% | +81.6% | +64.1% |
| 3Y | +158.8% | -17.1% | +175.9% | +145.5% |
| 5Y | +153.2% | -35.7% | +188.9% | +165.1% |
| All | +1,362.0% | +129.5% | +1,232.5% | +724.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling