+128.3%
WDAY vs AMBA
+4.2%
+124.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -4.6% | -2.6% | -1.9% | -4.3% |
| 30D | +1.2% | -10.5% | +11.7% | +3.3% |
| 3M | +2.6% | -26.4% | +29.0% | +8.6% |
| 6M | +47.8% | -20.9% | +68.7% | +45.4% |
| YTD | -12.1% | -14.8% | +2.7% | -16.6% |
| 1Y | -17.1% | -36.1% | +18.9% | -15.5% |
| 3Y | -17.9% | +20.2% | -38.1% | -35.4% |
| 5Y | -35.1% | -67.2% | +32.2% | -33.8% |
| All | +128.3% | +4.2% | +124.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling