+136.8%
WDAY vs AEIS
+350.2%
-213.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -4.8% | +23.2% | -28.0% | -9.5% |
| 30D | +2.5% | -17.0% | +19.5% | +5.6% |
| 3M | +8.8% | -32.2% | +40.9% | +16.3% |
| 6M | +60.7% | -32.6% | +93.3% | +64.3% |
| YTD | -11.2% | +9.4% | -20.6% | -27.0% |
| 1Y | -15.6% | +7.7% | -23.3% | -30.4% |
| 3Y | -17.1% | +157.9% | -175.1% | -54.6% |
| 5Y | -35.7% | +154.8% | -190.5% | -65.6% |
| All | +136.8% | +350.2% | -213.5% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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