-21.3%
WDAY vs AMRZ
-17.3%
-4.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -4.6% |
| 7D | -6.1% | -2.0% | -4.1% | -6.0% |
| 30D | +3.7% | -9.8% | +13.5% | +4.1% |
| 3M | +29.6% | -17.2% | +46.8% | +29.8% |
| 6M | +23.3% | -26.9% | +50.3% | +24.9% |
| YTD | -13.3% | -21.5% | +8.2% | -14.3% |
| 1Y | -19.6% | -22.9% | +3.2% | -20.9% |
| All | -21.3% | -17.3% | -4.0% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling