+100.1%
EEM vs WDAY
+296.8%
-196.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +5.3% | -4.8% | +10.1% | +6.2% |
| 30D | -7.0% | +2.5% | -9.5% | -7.5% |
| 3M | -8.0% | +8.8% | -16.8% | -10.1% |
| 6M | -6.6% | +60.7% | -67.3% | -16.8% |
| YTD | +12.3% | -11.2% | +23.6% | +12.2% |
| 1Y | +12.2% | -15.6% | +27.8% | +13.1% |
| 3Y | +71.2% | -17.1% | +88.3% | +68.9% |
| 5Y | +32.2% | -35.7% | +67.9% | +34.2% |
| 10Y | +120.3% | +130.4% | -10.1% | +61.5% |
| All | +100.1% | +296.8% | -196.7% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling