+302.1%
WDAY vs AEIS
+2,317.2%
-2,015.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -6.0% |
| 7D | -4.4% | +3.0% | -7.3% | -5.1% |
| 30D | +14.7% | -14.6% | +29.4% | +18.5% |
| 3M | +32.4% | -12.4% | +44.8% | +30.7% |
| 6M | +36.9% | -15.0% | +51.8% | +31.9% |
| YTD | -8.8% | +34.3% | -43.1% | -26.1% |
| 1Y | -15.3% | +87.4% | -102.7% | -39.9% |
| 3Y | -21.2% | +139.8% | -161.0% | -51.5% |
| 5Y | -29.5% | +220.7% | -250.2% | -61.9% |
| 10Y | +120.0% | +531.6% | -411.6% | -14.4% |
| All | +302.1% | +2,317.2% | -2,015.1% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling