-18.3%
WDAY vs AEE
+9.0%
-27.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -1.2% |
| 7D | -10.5% | -0.7% | -9.9% | -10.9% |
| 30D | +2.1% | -2.0% | +4.1% | +1.1% |
| 3M | +34.6% | -2.8% | +37.5% | +34.3% |
| 6M | +29.9% | -3.6% | +33.5% | +30.2% |
| YTD | -13.8% | +7.3% | -21.1% | -10.7% |
| 1Y | -18.3% | +8.7% | -27.0% | -16.4% |
| All | -18.3% | +9.0% | -27.3% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling