-13.5%
WDAY vs AMGN
+64.6%
-78.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.8% | +1.5% |
| 7D | -1.2% | +5.9% | -7.1% | -1.9% |
| 30D | +6.8% | +18.7% | -11.9% | +4.8% |
| 3M | +17.8% | +23.4% | -5.6% | +16.6% |
| 6M | +57.8% | +49.7% | +8.1% | +59.1% |
| YTD | -6.0% | +49.2% | -55.2% | -7.4% |
| 1Y | -13.5% | +65.7% | -79.3% | -16.6% |
| All | -13.5% | +64.6% | -78.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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