-31.1%
WDAY vs AMGN
+107.3%
-138.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -7.4% | -11.6% | +4.3% | -4.9% |
| 30D | +1.0% | -5.7% | +6.7% | +2.3% |
| 3M | +32.7% | +14.2% | +18.5% | +29.6% |
| 6M | +25.6% | +5.2% | +20.4% | +24.7% |
| YTD | -13.4% | +22.0% | -35.4% | -17.2% |
| 1Y | -19.4% | +43.6% | -63.0% | -26.3% |
| 3Y | -25.8% | +65.0% | -90.8% | -35.6% |
| 5Y | -31.1% | +112.0% | -143.1% | -45.3% |
| All | -31.1% | +107.3% | -138.4% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling