-15.3%
WDAY vs AMT
-7.7%
-7.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.0% |
| 7D | -4.4% | -0.2% | -4.1% | -4.3% |
| 30D | +14.7% | +4.6% | +10.1% | +13.2% |
| 3M | +32.4% | -8.4% | +40.8% | +32.2% |
| 6M | +36.9% | -6.0% | +42.9% | +35.6% |
| YTD | -8.8% | +2.1% | -11.0% | -9.8% |
| 1Y | -15.3% | -6.4% | -8.9% | -14.6% |
| All | -15.3% | -7.7% | -7.6% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling