+337.4%
AMD vs WDAY
-7.6%
+345.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +1.1% |
| 7D | -15.5% | -1.2% | -14.3% | -15.5% |
| 30D | -22.6% | +6.8% | -29.4% | -22.5% |
| 3M | -5.7% | +17.8% | -23.6% | -5.6% |
| 6M | +43.1% | +57.8% | -14.7% | +40.2% |
| YTD | +128.2% | -6.0% | +134.3% | +153.6% |
| 1Y | +95.5% | -13.5% | +109.0% | +122.8% |
| All | +337.4% | -7.6% | +345.0% | +374.5% |
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