-25.7%
WDAY vs AEIS
+173.5%
-199.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.6% | -4.7% |
| 7D | -6.1% | +8.1% | -14.2% | -5.8% |
| 30D | +3.7% | -11.1% | +14.8% | +3.4% |
| 3M | +29.6% | -5.6% | +35.2% | +28.6% |
| 6M | +23.3% | -0.6% | +24.0% | +19.2% |
| YTD | -13.3% | +38.0% | -51.3% | -22.8% |
| 1Y | -19.6% | +87.2% | -106.9% | -34.5% |
| 3Y | -25.7% | +179.7% | -205.4% | -49.2% |
| All | -25.7% | +173.5% | -199.2% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling