+130.1%
WDAY vs AME
+438.4%
-308.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.6% | -4.1% | -0.4% | -2.9% |
| 30D | +1.2% | -4.1% | +5.4% | +2.6% |
| 3M | +2.6% | -5.6% | +8.2% | +4.2% |
| 6M | +47.8% | +2.8% | +44.9% | +41.6% |
| YTD | -12.1% | +16.6% | -28.7% | -23.7% |
| 1Y | -17.1% | +21.1% | -38.2% | -29.8% |
| 3Y | -17.9% | +61.1% | -79.0% | -43.6% |
| 5Y | -35.1% | +76.6% | -111.7% | -58.2% |
| 10Y | +130.1% | +431.3% | -301.2% | -26.8% |
| All | +130.1% | +438.4% | -308.3% | -26.8% |
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