+302.1%
WDAY vs AME
+655.5%
-353.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.2% |
| 7D | -4.4% | +0.6% | -5.0% | -4.7% |
| 30D | +14.7% | -6.7% | +21.4% | +18.8% |
| 3M | +32.4% | +4.1% | +28.3% | +27.5% |
| 6M | +36.9% | +1.6% | +35.3% | +31.3% |
| YTD | -8.8% | +16.1% | -25.0% | -20.2% |
| 1Y | -15.3% | +27.3% | -42.6% | -30.3% |
| 3Y | -21.2% | +50.9% | -72.1% | -43.3% |
| 5Y | -29.5% | +81.4% | -110.9% | -55.2% |
| 10Y | +120.0% | +417.0% | -296.9% | -33.1% |
| All | +302.1% | +655.5% | -353.3% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling