+203.0%
AMAT vs WDAY
-20.6%
+223.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.4% | +9.7% | +4.0% |
| 7D | -1.5% | -4.4% | +2.9% | -1.7% |
| 30D | -14.8% | +14.7% | -29.5% | -14.2% |
| 3M | -9.3% | +32.4% | -41.6% | -7.0% |
| 6M | +27.4% | +36.9% | -9.5% | +29.8% |
| YTD | +77.6% | -8.8% | +86.4% | +103.2% |
| 1Y | +188.9% | -15.3% | +204.2% | +237.1% |
| All | +203.0% | -20.6% | +223.7% | +242.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling