-14.1%
WDAY vs AMDL
+62.4%
-76.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +22.3% | -25.9% | -1.5% |
| 7D | -2.5% | -26.2% | +23.7% | -4.3% |
| 30D | +4.7% | -57.1% | +61.8% | -2.2% |
| 3M | +13.3% | -29.8% | +43.2% | +13.1% |
| 6M | +57.3% | -22.2% | +79.5% | +61.9% |
| YTD | -10.2% | +142.1% | -152.3% | -0.5% |
| 1Y | -14.1% | +85.8% | -99.9% | -5.1% |
| All | -14.1% | +62.4% | -76.5% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling