+302.1%
WDAY vs AEE
+407.3%
-105.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.4% | -5.4% |
| 7D | -4.4% | +0.3% | -4.7% | -4.4% |
| 30D | +14.7% | -2.3% | +17.0% | +15.3% |
| 3M | +32.4% | +0.2% | +32.2% | +32.1% |
| 6M | +36.9% | -4.7% | +41.6% | +37.8% |
| YTD | -8.8% | +8.1% | -16.9% | -11.6% |
| 1Y | -15.3% | +8.5% | -23.8% | -18.1% |
| 3Y | -21.2% | +48.9% | -70.1% | -31.5% |
| 5Y | -29.5% | +39.9% | -69.4% | -37.8% |
| 10Y | +120.0% | +186.5% | -66.5% | +63.0% |
| All | +302.1% | +407.3% | -105.1% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling