+111.5%
WDAY vs EME
+1,301.6%
-1,190.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -10.5% | +0.9% | -11.5% | -10.8% |
| 30D | +2.1% | -8.4% | +10.5% | +3.8% |
| 3M | +34.6% | -3.6% | +38.2% | +33.0% |
| 6M | +29.9% | +3.6% | +26.3% | +24.1% |
| YTD | -13.8% | +22.5% | -36.3% | -22.9% |
| 1Y | -18.3% | +18.2% | -36.5% | -27.1% |
| 3Y | -26.2% | +238.4% | -264.5% | -57.1% |
| 5Y | -30.8% | +550.5% | -581.3% | -69.2% |
| All | +111.5% | +1,301.6% | -1,190.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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