-33.5%
WDAY vs AMBA
-69.7%
+36.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.6% | +3.3% |
| 7D | +1.8% | +2.7% | -0.8% | +1.3% |
| 30D | +4.1% | -2.2% | +6.2% | +4.2% |
| 3M | -4.8% | -26.6% | +21.8% | -0.4% |
| 6M | +68.6% | -26.8% | +95.4% | +69.3% |
| YTD | -8.5% | -15.1% | +6.6% | -12.7% |
| 1Y | -12.1% | -32.3% | +20.2% | -11.6% |
| 3Y | -13.2% | +19.8% | -33.0% | -30.4% |
| All | -33.5% | -69.7% | +36.2% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling