-12.1%
WDAY vs AME
+24.0%
-36.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +3.3% |
| 7D | +1.8% | +5.9% | -4.0% | +5.9% |
| 30D | +4.1% | -1.9% | +6.0% | +3.0% |
| 3M | -4.8% | -5.4% | +0.5% | -8.0% |
| 6M | +68.6% | +4.9% | +63.7% | +78.1% |
| YTD | -8.5% | +18.5% | -27.0% | -6.4% |
| 1Y | -12.1% | +25.5% | -37.6% | -14.3% |
| All | -12.1% | +24.0% | -36.1% | -14.3% |
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