-31.1%
WDAY vs AEP
+64.9%
-96.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -7.4% | +0.9% | -8.3% | -7.4% |
| 30D | +1.0% | +1.5% | -0.5% | +0.9% |
| 3M | +32.7% | -1.7% | +34.4% | +32.7% |
| 6M | +25.6% | -4.0% | +29.6% | +25.8% |
| YTD | -13.4% | +10.6% | -24.0% | -15.5% |
| 1Y | -19.4% | +18.6% | -38.0% | -22.7% |
| 3Y | -25.8% | +78.7% | -104.5% | -38.4% |
| 5Y | -31.1% | +65.1% | -96.2% | -41.4% |
| All | -31.1% | +64.9% | -96.0% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling