+112.2%
WDAY vs AEHR
+3,845.4%
-3,733.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -5.2% | +9.8% | -14.9% | -5.7% |
| 30D | +5.9% | -26.7% | +32.7% | +7.3% |
| 3M | +42.3% | -8.1% | +50.4% | +40.0% |
| 6M | +34.7% | +123.1% | -88.3% | +20.7% |
| YTD | -13.5% | +369.0% | -382.5% | -28.7% |
| 1Y | -18.1% | +256.4% | -274.5% | -31.5% |
| 3Y | -26.4% | +96.4% | -122.7% | -39.5% |
| 5Y | -30.6% | +836.6% | -867.2% | -54.0% |
| All | +112.2% | +3,845.4% | -3,733.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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