+302.1%
WDAY vs AMGN
+652.7%
-350.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.8% |
| 7D | -4.4% | +1.1% | -5.5% | -4.7% |
| 30D | +14.7% | +7.8% | +6.9% | +11.5% |
| 3M | +32.4% | +27.3% | +5.1% | +20.6% |
| 6M | +36.9% | +16.8% | +20.0% | +28.1% |
| YTD | -8.8% | +36.3% | -45.2% | -20.1% |
| 1Y | -15.3% | +60.4% | -75.7% | -31.1% |
| 3Y | -21.2% | +86.3% | -107.5% | -41.6% |
| 5Y | -29.5% | +125.7% | -155.2% | -53.0% |
| 10Y | +120.0% | +247.0% | -127.0% | +13.5% |
| All | +302.1% | +652.7% | -350.6% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling