-33.5%
WDAY vs AMT
-15.7%
-17.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.1% | +2.7% |
| 7D | +1.8% | +1.5% | +0.3% | +1.3% |
| 30D | +4.1% | +6.8% | -2.8% | +1.7% |
| 3M | -4.8% | +11.2% | -16.1% | -8.5% |
| 6M | +68.6% | +12.5% | +56.2% | +61.8% |
| YTD | -8.5% | +12.5% | -21.0% | -13.0% |
| 1Y | -12.1% | +10.1% | -22.2% | -15.8% |
| 3Y | -13.2% | +16.0% | -29.2% | -23.6% |
| All | -33.5% | -15.7% | -17.9% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling