+111.5%
WDAY vs AEE
+191.3%
-79.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -10.5% | -0.7% | -9.9% | -10.4% |
| 30D | +2.1% | -2.0% | +4.1% | +2.6% |
| 3M | +34.6% | -2.8% | +37.5% | +35.5% |
| 6M | +29.9% | -3.6% | +33.5% | +30.3% |
| YTD | -13.8% | +7.3% | -21.1% | -16.5% |
| 1Y | -18.3% | +8.7% | -27.0% | -21.3% |
| 3Y | -26.2% | +46.0% | -72.2% | -36.3% |
| 5Y | -30.8% | +39.8% | -70.6% | -39.8% |
| All | +111.5% | +191.3% | -79.8% | +54.0% |
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