-11.7%
WDAY vs AMBA
+16.7%
-28.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.1% | -9.8% | -4.1% |
| 7D | -2.5% | -7.2% | +4.8% | -1.9% |
| 30D | +4.7% | -10.4% | +15.1% | +5.5% |
| 3M | +13.3% | -30.1% | +43.4% | +16.5% |
| 6M | +57.3% | -22.4% | +79.7% | +54.9% |
| YTD | -10.2% | -17.3% | +7.2% | -13.5% |
| 1Y | -14.1% | -35.4% | +21.3% | -13.2% |
| 3Y | -11.7% | +18.6% | -30.3% | -29.9% |
| All | -11.7% | +16.7% | -28.4% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling