-15.3%
WDAY vs EMR
+19.4%
-34.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.2% |
| 7D | -4.4% | -1.5% | -2.8% | -4.5% |
| 30D | +14.7% | -5.6% | +20.4% | +14.1% |
| 3M | +32.4% | +7.9% | +24.4% | +34.0% |
| 6M | +36.9% | +6.0% | +30.9% | +40.1% |
| YTD | -8.8% | +16.4% | -25.3% | -9.8% |
| 1Y | -15.3% | +16.6% | -31.9% | -17.1% |
| All | -15.3% | +19.4% | -34.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling