+123.9%
WDAY vs AMC
-98.6%
+222.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.3% | -9.7% | -1.6% |
| 7D | -4.0% | +6.6% | -10.6% | -4.2% |
| 30D | +1.9% | +14.1% | -12.2% | +1.6% |
| 3M | +5.9% | +31.3% | -25.4% | +5.0% |
| 6M | +48.8% | +126.7% | -77.9% | +45.2% |
| YTD | -11.4% | +117.9% | -129.4% | -13.7% |
| 1Y | -15.5% | +41.1% | -56.6% | -16.9% |
| 3Y | -15.6% | -61.0% | +45.3% | -15.9% |
| 5Y | -35.2% | -99.1% | +64.0% | -32.5% |
| 10Y | +123.9% | -98.7% | +222.5% | +144.2% |
| All | +123.9% | -98.6% | +222.5% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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