-33.5%
WDAY vs AMCR
-9.1%
-24.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | -2.4% | +4.2% | +2.6% |
| 30D | +4.1% | +3.6% | +0.5% | +2.8% |
| 3M | -4.8% | -4.2% | -0.6% | -3.8% |
| 6M | +68.6% | +15.5% | +53.1% | +61.3% |
| YTD | -8.5% | +9.7% | -18.3% | -12.5% |
| 1Y | -12.1% | +8.3% | -20.4% | -15.5% |
| 3Y | -13.2% | +15.4% | -28.6% | -23.1% |
| All | -33.5% | -9.1% | -24.4% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling