+302.1%
WDAY vs AEM
+394.6%
-92.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.3% |
| 7D | -4.4% | -0.5% | -3.8% | -4.3% |
| 30D | +14.7% | +24.0% | -9.3% | +13.3% |
| 3M | +32.4% | +16.1% | +16.3% | +31.1% |
| 6M | +36.9% | -11.6% | +48.5% | +37.6% |
| YTD | -8.8% | +21.5% | -30.4% | -10.7% |
| 1Y | -15.3% | +39.2% | -54.5% | -18.0% |
| 3Y | -21.2% | +347.4% | -368.6% | -30.7% |
| 5Y | -29.5% | +290.1% | -319.7% | -38.0% |
| 10Y | +120.0% | +357.8% | -237.8% | +91.9% |
| All | +302.1% | +394.6% | -92.5% | +237.5% |
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