+252.9%
AMD vs WDAY
-35.2%
+288.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +6.5% | -4.6% | +11.0% | +7.7% |
| 30D | -15.3% | +1.2% | -16.5% | -16.0% |
| 3M | +9.7% | +2.6% | +7.2% | +6.7% |
| 6M | +13.2% | +47.8% | -34.6% | -7.1% |
| YTD | +140.6% | -12.1% | +152.6% | +146.5% |
| 1Y | +111.2% | -17.1% | +128.3% | +122.3% |
| 3Y | +334.4% | -17.9% | +352.3% | +321.6% |
| All | +252.9% | -35.2% | +288.1% | +324.6% |
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