-13.5%
WDAY vs AEM
+17.3%
-30.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.7% | -7.7% | +3.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +6.8% | +0.1% | +6.8% | +6.8% |
| 3M | +17.8% | +22.1% | -4.2% | +22.9% |
| 6M | +57.8% | +2.4% | +55.4% | +60.7% |
| YTD | -6.0% | +8.9% | -14.9% | -8.2% |
| 1Y | -13.5% | +18.7% | -32.2% | -15.7% |
| All | -13.5% | +17.3% | -30.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling