+17,738.7%
AMD vs WDAY
+320.1%
+17,418.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.2% |
| 7D | -15.5% | -1.2% | -14.3% | -15.2% |
| 30D | -22.6% | +6.8% | -29.4% | -25.0% |
| 3M | -5.7% | +17.8% | -23.6% | -14.2% |
| 6M | +43.1% | +57.8% | -14.7% | +8.2% |
| YTD | +128.2% | -6.0% | +134.3% | +113.1% |
| 1Y | +95.5% | -13.5% | +109.0% | +89.4% |
| 3Y | +335.4% | -7.6% | +343.0% | +287.0% |
| 5Y | +255.5% | -30.5% | +286.0% | +257.0% |
| 10Y | +7,350.9% | +143.9% | +7,207.1% | +4,340.5% |
| All | +17,738.7% | +320.1% | +17,418.6% | +10,117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling