+123.9%
WDAY vs AMT
+116.9%
+7.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | +1.9% | +3.7% | -1.8% | +0.3% |
| 3M | +5.9% | +10.7% | -4.8% | +1.2% |
| 6M | +48.8% | +9.3% | +39.5% | +43.1% |
| YTD | -11.4% | +10.9% | -22.4% | -16.2% |
| 1Y | -15.5% | +10.5% | -26.1% | -20.0% |
| 3Y | -15.6% | +15.5% | -31.2% | -25.6% |
| 5Y | -35.2% | -20.6% | -14.6% | -32.2% |
| 10Y | +123.9% | +124.5% | -0.7% | +70.4% |
| All | +123.9% | +116.9% | +7.0% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling