-30.6%
WDAY vs AEHR
+817.5%
-848.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -5.2% | +9.8% | -14.9% | -5.6% |
| 30D | +5.9% | -26.7% | +32.7% | +7.2% |
| 3M | +42.3% | -8.1% | +50.4% | +40.4% |
| 6M | +34.7% | +123.1% | -88.3% | +20.2% |
| YTD | -13.5% | +369.0% | -382.5% | -30.1% |
| 1Y | -18.1% | +256.4% | -274.5% | -32.6% |
| 3Y | -26.4% | +96.4% | -122.7% | -39.8% |
| All | -30.6% | +817.5% | -848.2% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling