-29.2%
WDAY vs AMDL
+47.6%
-76.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +22.3% | -25.9% | -3.3% |
| 7D | -2.5% | -26.2% | +23.7% | -2.7% |
| 30D | +4.7% | -57.1% | +61.8% | +3.7% |
| 3M | +13.3% | -29.8% | +43.2% | +13.2% |
| 6M | +57.3% | -22.2% | +79.5% | +55.4% |
| YTD | -10.2% | +142.1% | -152.3% | -16.4% |
| 1Y | -14.1% | +85.8% | -99.9% | -19.0% |
| All | -29.2% | +47.6% | -76.8% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling