+2,100.5%
AMZN vs WDAY
+308.8%
+1,791.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.4% |
| 7D | +2.8% | +1.8% | +1.0% | +2.1% |
| 30D | +5.0% | +4.1% | +0.9% | +3.3% |
| 3M | +0.6% | -4.8% | +5.4% | +1.7% |
| 6M | -1.3% | +68.6% | -69.9% | -21.5% |
| YTD | +15.5% | -8.5% | +24.1% | +13.7% |
| 1Y | +12.2% | -12.1% | +24.3% | +11.9% |
| 3Y | +87.0% | -13.2% | +100.2% | +81.2% |
| 5Y | +51.3% | -33.7% | +85.0% | +57.5% |
| 10Y | +621.7% | +137.4% | +484.2% | +373.0% |
| All | +2,100.5% | +308.8% | +1,791.7% | +1,147.4% |
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