-15.6%
WDAY vs EMR
+109.0%
-124.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.1% |
| 7D | -4.0% | +2.1% | -6.1% | -4.3% |
| 30D | +1.9% | +4.8% | -2.8% | +1.1% |
| 3M | +5.9% | +7.5% | -1.6% | +4.5% |
| 6M | +48.8% | +20.9% | +27.9% | +43.1% |
| YTD | -11.4% | +29.2% | -40.6% | -17.9% |
| 1Y | -15.5% | +33.0% | -48.5% | -22.7% |
| 3Y | -15.6% | +109.8% | -125.4% | -34.3% |
| All | -15.6% | +109.0% | -124.6% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling