+4,016.0%
AMAT vs WDAY
+320.1%
+3,695.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.2% | -3.9% |
| 7D | -11.2% | -1.2% | -10.0% | -11.0% |
| 30D | -31.9% | +6.8% | -38.7% | -33.6% |
| 3M | -32.3% | +17.8% | -50.2% | -37.3% |
| 6M | -5.4% | +57.8% | -63.2% | -24.9% |
| YTD | +44.3% | -6.0% | +50.3% | +36.7% |
| 1Y | +61.4% | -13.5% | +74.9% | +57.8% |
| 3Y | +170.6% | -7.6% | +178.2% | +148.5% |
| 5Y | +156.4% | -30.5% | +187.0% | +157.3% |
| 10Y | +1,356.4% | +143.9% | +1,212.5% | +849.3% |
| All | +4,016.0% | +320.1% | +3,695.9% | +2,463.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling