+46.6%
EEM vs WDAY
-31.5%
+78.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +2.0% | -7.4% | +9.4% | +2.8% |
| 30D | +5.1% | +1.0% | +4.1% | +4.6% |
| 3M | +4.6% | +32.7% | -28.1% | +0.4% |
| 6M | +17.8% | +25.6% | -7.8% | +13.5% |
| YTD | +25.8% | -13.4% | +39.2% | +29.5% |
| 1Y | +36.4% | -19.4% | +55.8% | +41.9% |
| 3Y | +90.0% | -25.8% | +115.8% | +95.9% |
| 5Y | +46.6% | -31.1% | +77.7% | +49.5% |
| All | +46.6% | -31.5% | +78.1% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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