+112.2%
WDAY vs AMCR
+14.6%
+97.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -5.2% | -6.3% | +1.1% | -3.1% |
| 30D | +5.9% | -7.8% | +13.7% | +8.8% |
| 3M | +42.3% | +7.5% | +34.7% | +39.3% |
| 6M | +34.7% | +2.7% | +32.0% | +32.4% |
| YTD | -13.5% | +6.0% | -19.6% | -16.6% |
| 1Y | -18.1% | +7.8% | -25.9% | -21.7% |
| 3Y | -26.4% | +5.8% | -32.2% | -30.8% |
| 5Y | -30.6% | -11.6% | -19.0% | -29.8% |
| All | +112.2% | +14.6% | +97.6% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling