+44.9%
AMZN vs WDAY
-31.5%
+76.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -1.0% | -7.4% | +6.4% | +1.7% |
| 30D | -9.2% | +1.0% | -10.2% | -10.5% |
| 3M | +3.4% | +32.7% | -29.3% | -9.7% |
| 6M | +18.2% | +25.6% | -7.4% | +3.4% |
| YTD | +9.3% | -13.4% | +22.7% | +13.6% |
| 1Y | +5.9% | -19.4% | +25.3% | +13.2% |
| 3Y | +82.6% | -25.8% | +108.4% | +92.7% |
| 5Y | +44.9% | -31.1% | +76.0% | +49.9% |
| All | +44.9% | -31.5% | +76.4% | +49.9% |
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