-31.6%
WDAY vs AME
+85.0%
-116.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -6.1% | +2.8% | -8.9% | -7.2% |
| 30D | +3.7% | -6.3% | +10.0% | +6.2% |
| 3M | +29.6% | +5.4% | +24.2% | +24.8% |
| 6M | +23.3% | +7.4% | +15.9% | +15.5% |
| YTD | -13.3% | +16.2% | -29.4% | -23.7% |
| 1Y | -19.6% | +26.8% | -46.5% | -33.6% |
| 3Y | -25.7% | +57.5% | -83.2% | -49.9% |
| 5Y | -31.6% | +84.8% | -116.4% | -61.8% |
| All | -31.6% | +85.0% | -116.6% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling