-31.1%
WDAY vs AEM
+296.4%
-327.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -7.4% | +3.0% | -10.4% | -7.5% |
| 30D | +1.0% | +12.5% | -11.5% | +0.1% |
| 3M | +32.7% | +26.9% | +5.7% | +30.3% |
| 6M | +25.6% | -9.4% | +35.0% | +27.0% |
| YTD | -13.4% | +20.3% | -33.6% | -16.5% |
| 1Y | -19.4% | +33.8% | -53.1% | -24.1% |
| 3Y | -25.8% | +349.8% | -375.6% | -45.8% |
| 5Y | -31.1% | +301.0% | -332.1% | -50.6% |
| All | -31.1% | +296.4% | -327.5% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling