+112.2%
WDAY vs AEP
+174.9%
-62.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -5.2% | -0.9% | -4.2% | -5.0% |
| 30D | +5.9% | -1.1% | +7.0% | +6.1% |
| 3M | +42.3% | -3.3% | +45.5% | +43.0% |
| 6M | +34.7% | -4.6% | +39.4% | +35.3% |
| YTD | -13.5% | +9.4% | -22.9% | -16.3% |
| 1Y | -18.1% | +16.9% | -35.0% | -22.3% |
| 3Y | -26.4% | +76.6% | -103.0% | -39.5% |
| 5Y | -30.6% | +66.2% | -96.8% | -42.0% |
| All | +112.2% | +174.9% | -62.7% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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