-33.5%
WDAY vs AEE
+56.4%
-90.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.9% |
| 7D | +1.8% | +1.7% | +0.1% | +1.6% |
| 30D | +4.1% | +9.7% | -5.7% | +2.5% |
| 3M | -4.8% | +5.9% | -10.8% | -5.7% |
| 6M | +68.6% | +6.7% | +61.9% | +66.7% |
| YTD | -8.5% | +17.4% | -25.9% | -12.3% |
| 1Y | -12.1% | +12.7% | -24.8% | -14.8% |
| 3Y | -13.2% | +68.2% | -81.4% | -27.4% |
| All | -33.5% | +56.4% | -90.0% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling