+112.6%
WDAY vs EMR
+279.3%
-166.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -7.4% | +0.9% | -8.3% | -7.7% |
| 30D | +1.0% | -5.0% | +6.0% | +2.9% |
| 3M | +32.7% | +5.9% | +26.8% | +28.4% |
| 6M | +25.6% | +7.3% | +18.3% | +19.1% |
| YTD | -13.4% | +14.6% | -27.9% | -20.8% |
| 1Y | -19.4% | +15.6% | -35.0% | -26.8% |
| 3Y | -25.8% | +60.2% | -85.9% | -43.5% |
| 5Y | -31.1% | +65.8% | -96.9% | -49.1% |
| All | +112.6% | +279.3% | -166.7% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling