-15.5%
WDAY vs AMGN
+92.8%
-108.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -5.3% | -2.2% | -3.1% | -4.9% |
| 30D | +1.5% | +12.1% | -10.6% | -0.7% |
| 3M | +5.5% | +13.6% | -8.2% | +2.9% |
| 6M | +57.4% | +43.9% | +13.5% | +47.9% |
| YTD | -11.0% | +45.9% | -56.9% | -17.4% |
| 1Y | -15.8% | +42.1% | -57.9% | -21.4% |
| All | -15.5% | +92.8% | -108.3% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling