+331.1%
AMD vs WDAY
-20.6%
+351.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.4% | +10.1% | +4.7% |
| 7D | +2.6% | -4.4% | +6.9% | +2.6% |
| 30D | -0.9% | +14.7% | -15.7% | -1.2% |
| 3M | -8.7% | +32.4% | -41.1% | -8.9% |
| 6M | +136.3% | +36.9% | +99.5% | +133.8% |
| YTD | +123.0% | -8.8% | +131.8% | +146.0% |
| 1Y | +195.2% | -15.3% | +210.5% | +232.1% |
| All | +331.1% | -20.6% | +351.7% | +336.6% |
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