+144.0%
WDAY vs AMGN
+319.8%
-175.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +1.8% | +1.1% | +0.7% | +1.4% |
| 30D | +4.1% | +9.3% | -5.2% | +1.0% |
| 3M | -4.8% | +12.1% | -16.9% | -8.6% |
| 6M | +68.6% | +40.3% | +28.4% | +50.1% |
| YTD | -8.5% | +45.2% | -53.7% | -20.3% |
| 1Y | -12.1% | +42.4% | -54.5% | -23.1% |
| 3Y | -13.2% | +91.0% | -104.2% | -33.8% |
| 5Y | -33.7% | +157.4% | -191.1% | -56.3% |
| All | +144.0% | +319.8% | -175.8% | +24.7% |
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 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