+282.6%
WDAY vs AMP
+1,217.1%
-934.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.5% |
| 7D | -6.1% | +2.6% | -8.7% | -7.2% |
| 30D | +3.7% | +0.8% | +2.8% | +3.4% |
| 3M | +29.6% | +24.3% | +5.3% | +16.8% |
| 6M | +23.3% | +20.6% | +2.8% | +12.4% |
| YTD | -13.3% | +14.6% | -27.9% | -19.3% |
| 1Y | -19.6% | +14.5% | -34.2% | -25.4% |
| 3Y | -25.7% | +67.9% | -93.6% | -43.8% |
| 5Y | -31.6% | +122.5% | -154.1% | -55.7% |
| 10Y | +109.9% | +573.3% | -463.4% | -33.3% |
| All | +282.6% | +1,217.1% | -934.5% | +7.1% |
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