+134.6%
WDAY vs AMC
-97.5%
+232.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.7% |
| 7D | -4.6% | +5.5% | -10.1% | -4.8% |
| 30D | +1.2% | +16.1% | -14.9% | +0.7% |
| 3M | +2.6% | +43.0% | -40.4% | +1.3% |
| 6M | +47.8% | +130.7% | -82.9% | +43.3% |
| YTD | -12.1% | +121.8% | -133.8% | -14.8% |
| 1Y | -17.1% | +40.7% | -57.8% | -18.7% |
| 3Y | -17.9% | -56.8% | +38.9% | -18.3% |
| 5Y | -35.1% | -99.1% | +64.0% | -31.4% |
| 10Y | +130.1% | -98.7% | +228.8% | +166.8% |
| All | +134.6% | -97.5% | +232.1% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling