+302.1%
WDAY vs AMBA
+939.5%
-637.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | -4.4% | -11.0% | +6.6% | -2.1% |
| 30D | +14.7% | -23.2% | +37.9% | +20.9% |
| 3M | +32.4% | -12.7% | +45.1% | +31.4% |
| 6M | +36.9% | +11.2% | +25.7% | +25.0% |
| YTD | -8.8% | -11.2% | +2.4% | -13.0% |
| 1Y | -15.3% | -22.5% | +7.2% | -17.4% |
| 3Y | -21.2% | -1.3% | -19.9% | -32.0% |
| 5Y | -29.5% | -54.2% | +24.7% | -33.4% |
| 10Y | +120.0% | -6.1% | +126.2% | +55.5% |
| All | +302.1% | +939.5% | -637.4% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling