-31.6%
WDAY vs EMR
+62.8%
-94.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.7% |
| 7D | -6.1% | +3.1% | -9.2% | -7.0% |
| 30D | +3.7% | -3.5% | +7.2% | +4.8% |
| 3M | +29.6% | +9.8% | +19.8% | +24.5% |
| 6M | +23.3% | +10.8% | +12.5% | +16.4% |
| YTD | -13.3% | +15.9% | -29.2% | -20.5% |
| 1Y | -19.6% | +16.4% | -36.1% | -26.7% |
| 3Y | -25.7% | +62.1% | -87.8% | -44.2% |
| 5Y | -31.6% | +62.9% | -94.5% | -51.8% |
| All | -31.6% | +62.8% | -94.3% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling