-18.3%
WDAY vs AEP
+17.4%
-35.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -1.1% |
| 7D | -10.5% | -1.0% | -9.6% | -11.1% |
| 30D | +2.1% | -0.1% | +2.2% | +2.2% |
| 3M | +34.6% | -3.2% | +37.8% | +32.6% |
| 6M | +29.9% | -5.3% | +35.2% | +27.7% |
| YTD | -13.8% | +9.5% | -23.4% | -9.5% |
| 1Y | -18.3% | +17.5% | -35.8% | -12.2% |
| All | -18.3% | +17.4% | -35.7% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling