+111.5%
WDAY vs AEM
+369.2%
-257.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | -10.5% | -5.0% | -5.5% | -10.1% |
| 30D | +2.1% | +8.5% | -6.3% | +1.2% |
| 3M | +34.6% | +29.3% | +5.4% | +30.9% |
| 6M | +29.9% | -12.9% | +42.8% | +31.3% |
| YTD | -13.8% | +16.8% | -30.6% | -16.7% |
| 1Y | -18.3% | +29.8% | -48.1% | -22.6% |
| 3Y | -26.2% | +336.7% | -362.9% | -42.4% |
| 5Y | -30.8% | +299.9% | -330.8% | -46.4% |
| All | +111.5% | +369.2% | -257.7% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling