+143.2%
WDAY vs AMC
-98.1%
+241.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.3% | -9.7% | -5.5% |
| 7D | -4.4% | +2.3% | -6.7% | -4.4% |
| 30D | +14.7% | -0.7% | +15.5% | +14.7% |
| 3M | +32.4% | +35.2% | -2.8% | +30.7% |
| 6M | +36.9% | +124.6% | -87.7% | +32.9% |
| YTD | -8.8% | +69.9% | -78.7% | -10.9% |
| 1Y | -15.3% | -2.6% | -12.7% | -16.0% |
| 3Y | -21.2% | -79.8% | +58.6% | -20.3% |
| 5Y | -29.5% | -99.4% | +69.9% | -24.7% |
| 10Y | +120.0% | -98.9% | +218.9% | +147.9% |
| All | +143.2% | -98.1% | +241.3% | +114.9% |
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