+303.5%
WDAY vs AMP
+1,133.2%
-829.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.9% | +2.5% |
| 7D | +1.8% | +3.9% | -2.1% | -0.1% |
| 30D | +4.1% | +5.1% | -1.0% | +1.3% |
| 3M | -4.8% | -8.7% | +3.8% | -0.8% |
| 6M | +68.6% | +11.4% | +57.2% | +59.8% |
| YTD | -8.5% | +7.3% | -15.9% | -12.4% |
| 1Y | -12.1% | +14.6% | -26.7% | -18.5% |
| 3Y | -13.2% | +61.2% | -74.4% | -33.2% |
| 5Y | -33.7% | +81.0% | -114.8% | -52.7% |
| 10Y | +137.4% | +468.0% | -330.6% | -16.2% |
| All | +303.5% | +1,133.2% | -829.7% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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