-31.1%
WDAY vs AEIS
+238.7%
-269.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -7.4% | +6.5% | -13.8% | -8.1% |
| 30D | +1.0% | -9.2% | +10.2% | +1.7% |
| 3M | +32.7% | -8.3% | +41.0% | +30.4% |
| 6M | +25.6% | -6.3% | +31.9% | +19.1% |
| YTD | -13.4% | +36.5% | -49.9% | -28.8% |
| 1Y | -19.4% | +84.8% | -104.1% | -41.6% |
| 3Y | -25.8% | +176.6% | -202.4% | -57.1% |
| 5Y | -31.1% | +237.1% | -268.2% | -65.9% |
| All | -31.1% | +238.7% | -269.8% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling