+296.2%
WDAY vs AMT
+264.9%
+31.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -1.0% | -2.5% |
| 7D | -2.5% | +0.5% | -3.0% | -2.7% |
| 30D | +4.7% | +13.6% | -8.9% | -1.4% |
| 3M | +13.3% | +11.5% | +1.8% | +7.6% |
| 6M | +57.3% | +6.9% | +50.4% | +52.1% |
| YTD | -10.2% | +10.8% | -21.0% | -15.4% |
| 1Y | -14.1% | +10.3% | -24.4% | -18.9% |
| 3Y | -11.7% | +12.4% | -24.1% | -21.6% |
| 5Y | -33.5% | -20.1% | -13.4% | -30.7% |
| 10Y | +133.1% | +116.8% | +16.2% | +39.2% |
| All | +296.2% | +264.9% | +31.3% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling