+282.6%
WDAY vs AMGN
+576.8%
-294.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.1% | +5.2% | -1.0% |
| 7D | -6.1% | -10.3% | +4.2% | -2.2% |
| 30D | +3.7% | -3.8% | +7.5% | +5.2% |
| 3M | +29.6% | +14.4% | +15.2% | +22.9% |
| 6M | +23.3% | +7.8% | +15.5% | +18.9% |
| YTD | -13.3% | +22.6% | -35.8% | -20.9% |
| 1Y | -19.6% | +44.2% | -63.9% | -32.0% |
| 3Y | -25.7% | +65.8% | -91.5% | -42.4% |
| 5Y | -31.6% | +108.0% | -139.5% | -53.1% |
| 10Y | +109.9% | +209.9% | -99.9% | +13.1% |
| All | +282.6% | +576.8% | -294.3% | +50.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling