-19.3%
WDAY vs EMB
+4.9%
-24.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.8% |
| 7D | -6.1% | +0.3% | -6.4% | -6.1% |
| 30D | +3.7% | -0.5% | +4.2% | +3.6% |
| 3M | +29.6% | +0.3% | +29.3% | +29.7% |
| 6M | +23.3% | +1.2% | +22.2% | +23.9% |
| YTD | -13.3% | +1.5% | -14.7% | -14.3% |
| All | -19.3% | +4.9% | -24.1% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling