+199.0%
AMD vs WDAY
-33.8%
+232.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.6% | +14.7% | +12.0% |
| 7D | -11.0% | -2.5% | -8.6% | -10.5% |
| 30D | -30.5% | +4.7% | -35.2% | -31.6% |
| 3M | -8.2% | +13.3% | -21.5% | -13.5% |
| 6M | +6.6% | +57.3% | -50.7% | -15.0% |
| YTD | +109.7% | -10.2% | +119.9% | +113.7% |
| 1Y | +88.9% | -14.1% | +103.0% | +96.1% |
| 3Y | +301.8% | -11.7% | +313.5% | +273.8% |
| All | +199.0% | -33.8% | +232.9% | +259.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling