+125.4%
WDAY vs AMBA
-0.9%
+126.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.1% | -9.8% | -5.0% |
| 7D | -2.5% | -7.2% | +4.8% | -1.1% |
| 30D | +4.7% | -10.4% | +15.1% | +6.7% |
| 3M | +13.3% | -30.1% | +43.4% | +21.4% |
| 6M | +57.3% | -22.4% | +79.7% | +55.3% |
| YTD | -10.2% | -17.3% | +7.2% | -14.2% |
| 1Y | -14.1% | -35.4% | +21.3% | -12.7% |
| 3Y | -11.7% | +18.6% | -30.3% | -30.3% |
| 5Y | -33.5% | -69.8% | +36.4% | -30.8% |
| All | +125.4% | -0.9% | +126.2% | +33.8% |
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