+302.1%
WDAY vs EMB
+49.0%
+253.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -4.4% | 0.0% | -4.4% | -4.3% |
| 30D | +14.7% | -0.3% | +15.0% | +15.3% |
| 3M | +32.4% | -0.4% | +32.8% | +33.2% |
| 6M | +36.9% | +0.1% | +36.8% | +36.2% |
| YTD | -8.8% | +1.6% | -10.4% | -11.2% |
| 1Y | -15.3% | +5.6% | -20.9% | -21.8% |
| 3Y | -21.2% | +29.8% | -51.0% | -45.2% |
| 5Y | -29.5% | +7.3% | -36.8% | -36.0% |
| 10Y | +120.0% | +30.4% | +89.6% | +60.8% |
| All | +302.1% | +49.0% | +253.1% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling