-19.4%
WDAY vs AME
+26.4%
-45.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.5% |
| 7D | -7.4% | +1.3% | -8.7% | -6.7% |
| 30D | +1.0% | -6.6% | +7.6% | -2.4% |
| 3M | +32.7% | +3.0% | +29.7% | +34.9% |
| 6M | +25.6% | +5.3% | +20.3% | +28.7% |
| YTD | -13.4% | +15.4% | -28.8% | -15.1% |
| 1Y | -19.4% | +26.8% | -46.2% | -24.2% |
| All | -19.4% | +26.4% | -45.7% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling