+111.5%
WDAY vs EMR
+274.4%
-162.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -10.5% | -1.2% | -9.3% | -10.2% |
| 30D | +2.1% | -9.4% | +11.5% | +6.0% |
| 3M | +34.6% | +8.6% | +26.1% | +29.0% |
| 6M | +29.9% | +6.7% | +23.2% | +23.4% |
| YTD | -13.8% | +13.1% | -26.9% | -20.8% |
| 1Y | -18.3% | +12.7% | -31.0% | -25.0% |
| 3Y | -26.2% | +58.1% | -84.2% | -43.5% |
| 5Y | -30.8% | +63.6% | -94.5% | -48.6% |
| All | +111.5% | +274.4% | -162.8% | +4.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling