-30.1%
WDAY vs AMDL
+145.7%
-175.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.9% | -12.1% | -0.1% |
| 7D | -4.8% | +103.5% | -108.3% | -3.5% |
| 30D | +2.5% | -18.3% | +20.8% | +2.7% |
| 3M | +8.8% | +20.1% | -11.3% | +9.8% |
| 6M | +60.7% | +15.9% | +44.8% | +60.9% |
| YTD | -11.2% | +303.0% | -314.3% | -16.5% |
| 1Y | -15.6% | +164.0% | -179.6% | -18.7% |
| All | -30.1% | +145.7% | -175.7% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling