+302.1%
WDAY vs EME
+2,732.6%
-2,430.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.8% |
| 7D | -4.4% | +1.9% | -6.3% | -4.9% |
| 30D | +14.7% | -8.3% | +23.0% | +17.1% |
| 3M | +32.4% | -10.7% | +43.1% | +33.7% |
| 6M | +36.9% | +1.9% | +35.0% | +30.5% |
| YTD | -8.8% | +23.5% | -32.3% | -19.7% |
| 1Y | -15.3% | +18.0% | -33.3% | -25.4% |
| 3Y | -21.2% | +236.1% | -257.3% | -56.6% |
| 5Y | -29.5% | +527.9% | -557.4% | -70.6% |
| 10Y | +120.0% | +1,252.8% | -1,132.7% | -40.8% |
| All | +302.1% | +2,732.6% | -2,430.5% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling