+144.0%
WDAY vs AEE
+222.5%
-78.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.8% |
| 7D | +1.8% | +1.7% | +0.1% | +1.4% |
| 30D | +4.1% | +9.7% | -5.7% | +1.5% |
| 3M | -4.8% | +5.9% | -10.8% | -6.4% |
| 6M | +68.6% | +6.7% | +61.9% | +65.2% |
| YTD | -8.5% | +17.4% | -25.9% | -13.5% |
| 1Y | -12.1% | +12.7% | -24.8% | -15.9% |
| 3Y | -13.2% | +68.2% | -81.4% | -28.1% |
| 5Y | -33.7% | +57.3% | -91.0% | -44.1% |
| All | +144.0% | +222.5% | -78.5% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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