-35.7%
WDAY vs AMC
-99.2%
+63.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.1% |
| 7D | -4.8% | +8.4% | -13.2% | -5.3% |
| 30D | +2.5% | +9.2% | -6.7% | +1.7% |
| 3M | +8.8% | +32.0% | -23.3% | +6.3% |
| 6M | +60.7% | +149.3% | -88.5% | +48.5% |
| YTD | -11.2% | +114.1% | -125.3% | -17.6% |
| 1Y | -15.6% | +35.8% | -51.4% | -19.4% |
| 3Y | -17.1% | -58.3% | +41.2% | -17.3% |
| 5Y | -35.7% | -99.2% | +63.5% | -16.0% |
| All | -35.7% | -99.2% | +63.5% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling