+282.6%
WDAY vs AMCR
+106.8%
+175.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.4% |
| 7D | -6.1% | -1.8% | -4.3% | -5.7% |
| 30D | +3.7% | -6.0% | +9.7% | +5.3% |
| 3M | +29.6% | +18.9% | +10.7% | +24.3% |
| 6M | +23.3% | +5.7% | +17.7% | +20.9% |
| YTD | -13.3% | +11.1% | -24.4% | -16.5% |
| 1Y | -19.6% | +14.4% | -34.1% | -23.5% |
| 3Y | -25.7% | +13.0% | -38.7% | -30.0% |
| 5Y | -31.6% | -7.5% | -24.0% | -31.7% |
| 10Y | +109.9% | +20.1% | +89.8% | +86.3% |
| All | +282.6% | +106.8% | +175.8% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling