+113.3%
WDAY vs EMB
+29.7%
+83.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.2% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | +1.0% | -0.3% | +1.3% | +1.5% |
| 3M | +32.7% | -0.3% | +33.0% | +33.3% |
| 6M | +25.6% | +0.7% | +24.8% | +23.9% |
| YTD | -13.4% | +1.3% | -14.6% | -15.3% |
| 1Y | -19.4% | +4.7% | -24.1% | -25.0% |
| 3Y | -25.8% | +30.1% | -55.9% | -49.8% |
| 5Y | -31.1% | +6.9% | -38.0% | -36.9% |
| 10Y | +113.3% | +30.7% | +82.6% | +50.1% |
| All | +113.3% | +29.7% | +83.6% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling