+29.9%
WDAY vs AEM
-13.5%
+43.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -1.0% |
| 7D | -10.5% | -5.0% | -5.5% | -11.3% |
| 30D | +2.1% | +8.5% | -6.3% | +4.1% |
| 3M | +34.6% | +29.3% | +5.4% | +44.3% |
| 6M | +29.9% | -12.9% | +42.8% | +28.8% |
| All | +29.9% | -13.5% | +43.4% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling