+7,765.4%
AMD vs WDAY
+136.5%
+7,628.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.0% | -11.8% | -10.0% |
| 7D | +18.9% | +1.8% | +17.1% | +17.8% |
| 30D | -6.4% | +4.1% | -10.5% | -8.7% |
| 3M | +10.6% | -4.8% | +15.4% | +10.5% |
| 6M | +19.9% | +68.6% | -48.7% | -14.9% |
| YTD | +149.4% | -8.5% | +157.9% | +135.1% |
| 1Y | +115.4% | -12.1% | +127.5% | +106.4% |
| 3Y | +357.3% | -13.2% | +370.5% | +310.7% |
| 5Y | +261.1% | -33.7% | +294.9% | +272.8% |
| All | +7,765.4% | +136.5% | +7,628.9% | +4,021.0% |
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