+139.6%
WDAY vs AMC
-97.7%
+237.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.6% | -3.7% |
| 7D | -2.5% | +2.6% | -5.1% | -2.6% |
| 30D | +4.7% | +9.0% | -4.3% | +4.4% |
| 3M | +13.3% | +22.2% | -8.9% | +12.5% |
| 6M | +57.3% | +91.5% | -34.2% | +53.4% |
| YTD | -10.2% | +101.3% | -111.5% | -12.7% |
| 1Y | -14.1% | +20.8% | -34.8% | -15.4% |
| 3Y | -11.7% | -71.3% | +59.7% | -11.2% |
| 5Y | -33.5% | -99.2% | +65.8% | -29.4% |
| 10Y | +133.1% | -98.7% | +231.8% | +163.9% |
| All | +139.6% | -97.7% | +237.4% | +110.4% |
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