+130.1%
WDAY vs EMR
+294.2%
-164.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -4.6% | +0.7% | -5.3% | -4.9% |
| 30D | +1.2% | +3.5% | -2.3% | -0.4% |
| 3M | +2.6% | +5.9% | -3.4% | -0.3% |
| 6M | +47.8% | +19.4% | +28.3% | +35.5% |
| YTD | -12.1% | +27.7% | -39.7% | -23.3% |
| 1Y | -17.1% | +30.9% | -48.1% | -28.7% |
| 3Y | -17.9% | +104.2% | -122.1% | -44.1% |
| 5Y | -35.1% | +89.6% | -124.7% | -54.8% |
| 10Y | +130.1% | +280.0% | -149.9% | +6.8% |
| All | +130.1% | +294.2% | -164.1% | +6.8% |
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