+4,966.5%
AMAT vs WDAY
+307.5%
+4,659.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.4% | +9.7% | +6.0% |
| 7D | -1.5% | -4.4% | +2.9% | -0.3% |
| 30D | -14.8% | +14.7% | -29.5% | -19.7% |
| 3M | -9.3% | +32.4% | -41.6% | -21.2% |
| 6M | +27.4% | +36.9% | -9.5% | +5.8% |
| YTD | +77.6% | -8.8% | +86.4% | +71.4% |
| 1Y | +188.9% | -15.3% | +204.2% | +185.6% |
| 3Y | +202.3% | -21.2% | +223.5% | +197.7% |
| 5Y | +248.9% | -29.5% | +278.4% | +250.3% |
| 10Y | +1,585.2% | +120.0% | +1,465.2% | +1,037.2% |
| All | +4,966.5% | +307.5% | +4,659.1% | +3,113.8% |
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