+144.0%
WDAY vs AME
+444.5%
-300.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | +1.8% | +5.9% | -4.0% | -1.1% |
| 30D | +4.1% | -1.9% | +6.0% | +4.3% |
| 3M | -4.8% | -5.4% | +0.5% | -3.3% |
| 6M | +68.6% | +4.9% | +63.7% | +59.9% |
| YTD | -8.5% | +18.5% | -27.0% | -21.3% |
| 1Y | -12.1% | +25.5% | -37.6% | -27.1% |
| 3Y | -13.2% | +63.0% | -76.2% | -40.7% |
| 5Y | -33.7% | +78.3% | -112.0% | -57.5% |
| All | +144.0% | +444.5% | -300.5% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling