+303.5%
WDAY vs AEM
+331.1%
-27.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | -6.8% | +8.7% | +2.2% |
| 30D | +4.1% | +0.8% | +3.3% | +3.9% |
| 3M | -4.8% | -0.8% | -4.0% | -5.0% |
| 6M | +68.6% | -8.5% | +77.1% | +68.9% |
| YTD | -8.5% | +5.9% | -14.5% | -9.9% |
| 1Y | -12.1% | +6.6% | -18.7% | -13.5% |
| 3Y | -13.2% | +302.2% | -315.4% | -23.3% |
| 5Y | -33.7% | +250.8% | -284.5% | -41.5% |
| 10Y | +137.4% | +406.1% | -268.6% | +108.4% |
| All | +303.5% | +331.1% | -27.7% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling