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  • WDAY vs EME✓SelectedUSD · EMEWDAY vs EME performance historyLatest closeAs of-5.38%09/04
Stock and ETF performance explorer

WDAY vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+302.1%
EME return
+2,732.6%
Excess return
-2,430.5%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
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