+109.9%
WDAY vs AMT
+94.9%
+15.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | +3.7% | +1.8% | +1.8% | +3.0% |
| 3M | +29.6% | -6.2% | +35.8% | +33.2% |
| 6M | +23.3% | -5.0% | +28.3% | +25.7% |
| YTD | -13.3% | +2.1% | -15.3% | -14.7% |
| 1Y | -19.6% | -5.7% | -13.9% | -18.5% |
| 3Y | -25.7% | +7.9% | -33.6% | -32.7% |
| 5Y | -31.6% | -32.3% | +0.8% | -23.0% |
| 10Y | +109.9% | +95.0% | +14.9% | +65.7% |
| All | +109.9% | +94.9% | +15.0% | +65.7% |
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