-18.3%
WDAY vs AMGN
+40.4%
-58.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -10.5% | -13.9% | +3.3% | -9.4% |
| 30D | +2.1% | -7.1% | +9.3% | +3.3% |
| 3M | +34.6% | +13.9% | +20.7% | +38.0% |
| 6M | +29.9% | +3.2% | +26.7% | +34.1% |
| YTD | -13.8% | +19.2% | -33.1% | -12.6% |
| 1Y | -18.3% | +41.1% | -59.4% | -14.8% |
| All | -18.3% | +40.4% | -58.7% | -14.8% |
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