+290.7%
WDAY vs AME
+658.2%
-367.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -3.6% |
| 7D | -4.0% | -1.5% | -2.5% | -3.6% |
| 30D | +1.9% | -4.2% | +6.1% | +3.4% |
| 3M | +5.9% | -5.9% | +11.8% | +7.8% |
| 6M | +48.8% | +2.8% | +46.0% | +42.2% |
| YTD | -11.4% | +16.6% | -28.0% | -23.6% |
| 1Y | -15.5% | +22.1% | -37.6% | -29.2% |
| 3Y | -15.6% | +64.7% | -80.3% | -43.4% |
| 5Y | -35.2% | +76.6% | -111.8% | -58.5% |
| 10Y | +123.9% | +443.9% | -320.0% | -35.0% |
| All | +290.7% | +658.2% | -367.6% | +11.6% |
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