+291.5%
WDAY vs AEIS
+1,868.7%
-1,577.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -4.8% | +23.2% | -28.0% | -9.7% |
| 30D | +2.5% | -17.0% | +19.5% | +5.6% |
| 3M | +8.8% | -32.2% | +40.9% | +16.4% |
| 6M | +60.7% | -32.6% | +93.3% | +64.4% |
| YTD | -11.2% | +9.4% | -20.6% | -26.0% |
| 1Y | -15.6% | +7.7% | -23.3% | -29.5% |
| 3Y | -17.1% | +157.9% | -175.1% | -52.4% |
| 5Y | -35.7% | +154.8% | -190.5% | -63.8% |
| 10Y | +130.4% | +355.2% | -224.8% | -4.6% |
| All | +291.5% | +1,868.7% | -1,577.2% | +16.9% |
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 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