+60.7%
WDAY vs AEIS
-34.7%
+95.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.7% |
| 7D | -4.8% | +23.2% | -28.0% | +2.8% |
| 30D | +2.5% | -17.0% | +19.5% | -4.1% |
| 3M | +8.8% | -32.2% | +40.9% | -5.5% |
| 6M | +60.7% | -32.6% | +93.3% | +46.7% |
| All | +60.7% | -34.7% | +95.4% | +46.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling