+282.6%
WDAY vs AMCR
+100.5%
+182.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% | -32.4% | -23.1% |
| 3Y | -25.7% | +9.6% | -35.3% | -29.4% |
| 5Y | -31.6% | -10.3% | -21.2% | -31.1% |
| 10Y | +109.9% | +16.5% | +93.5% | +87.9% |
| All | +282.6% | +100.5% | +182.1% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling