+302.1%
WDAY vs AEP
+365.0%
-62.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -4.4% | +1.8% | -6.2% | -4.7% |
| 30D | +14.7% | -0.8% | +15.5% | +14.9% |
| 3M | +32.4% | -1.8% | +34.2% | +32.6% |
| 6M | +36.9% | -5.4% | +42.2% | +37.7% |
| YTD | -8.8% | +10.4% | -19.3% | -11.6% |
| 1Y | -15.3% | +18.2% | -33.4% | -19.3% |
| 3Y | -21.2% | +79.0% | -100.2% | -33.6% |
| 5Y | -29.5% | +64.8% | -94.3% | -39.4% |
| 10Y | +120.0% | +170.8% | -50.8% | +72.2% |
| All | +302.1% | +365.0% | -62.9% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling