+112.2%
WDAY vs AMGN
+206.2%
-94.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.8% |
| 7D | -5.2% | -13.7% | +8.5% | -0.6% |
| 30D | +5.9% | -8.8% | +14.7% | +9.1% |
| 3M | +42.3% | +7.2% | +35.1% | +39.2% |
| 6M | +34.7% | +1.3% | +33.5% | +33.6% |
| YTD | -13.5% | +17.6% | -31.2% | -18.9% |
| 1Y | -18.1% | +37.2% | -55.2% | -27.6% |
| 3Y | -26.4% | +57.7% | -84.1% | -39.8% |
| 5Y | -30.6% | +106.3% | -136.8% | -49.9% |
| All | +112.2% | +206.2% | -94.0% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling