-21.5%
WDAY vs AMRZ
-20.1%
-1.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -5.2% | -7.5% | +2.4% | -4.8% |
| 30D | +5.9% | -12.4% | +18.3% | +6.5% |
| 3M | +42.3% | -22.4% | +64.6% | +42.8% |
| 6M | +34.7% | -29.5% | +64.3% | +36.7% |
| YTD | -13.5% | -24.1% | +10.6% | -14.4% |
| 1Y | -18.1% | -26.3% | +8.2% | -19.0% |
| All | -21.5% | -20.1% | -1.4% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling