-35.2%
WDAY vs EMR
+91.0%
-126.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.7% |
| 7D | -4.0% | +2.1% | -6.1% | -4.7% |
| 30D | +1.9% | +4.8% | -2.8% | +0.3% |
| 3M | +5.9% | +7.5% | -1.6% | +3.1% |
| 6M | +48.8% | +20.9% | +27.9% | +38.1% |
| YTD | -11.4% | +29.2% | -40.6% | -21.9% |
| 1Y | -15.5% | +33.0% | -48.5% | -26.6% |
| 3Y | -15.6% | +109.8% | -125.4% | -44.7% |
| 5Y | -35.2% | +91.9% | -127.1% | -56.4% |
| All | -35.2% | +91.0% | -126.2% | -56.4% |
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