-26.2%
WDAY vs EME
+240.3%
-266.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.2% |
| 7D | -7.4% | +2.7% | -10.1% | -7.3% |
| 30D | +1.0% | -6.8% | +7.8% | +0.9% |
| 3M | +32.7% | -8.8% | +41.5% | +33.4% |
| 6M | +25.6% | +5.0% | +20.6% | +23.2% |
| YTD | -13.4% | +23.5% | -36.9% | -18.2% |
| 1Y | -19.4% | +21.3% | -40.7% | -24.6% |
| All | -26.2% | +240.3% | -266.6% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling