+111.5%
WDAY vs AME
+427.9%
-316.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | -10.5% | 0.0% | -10.6% | -10.6% |
| 30D | +2.1% | -8.6% | +10.7% | +6.6% |
| 3M | +34.6% | +5.8% | +28.9% | +28.7% |
| 6M | +29.9% | +3.8% | +26.1% | +23.4% |
| YTD | -13.8% | +14.4% | -28.3% | -23.6% |
| 1Y | -18.3% | +25.8% | -44.1% | -31.9% |
| 3Y | -26.2% | +55.2% | -81.3% | -47.5% |
| 5Y | -30.8% | +85.5% | -116.3% | -56.2% |
| All | +111.5% | +427.9% | -316.4% | -25.8% |
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