+302.1%
WDAY vs EMR
+355.9%
-53.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.1% |
| 7D | -4.4% | -1.5% | -2.8% | -3.8% |
| 30D | +14.7% | -5.6% | +20.4% | +17.3% |
| 3M | +32.4% | +7.9% | +24.4% | +26.8% |
| 6M | +36.9% | +6.0% | +30.9% | +30.1% |
| YTD | -8.8% | +16.4% | -25.3% | -17.6% |
| 1Y | -15.3% | +16.6% | -31.9% | -23.7% |
| 3Y | -21.2% | +62.9% | -84.1% | -41.1% |
| 5Y | -29.5% | +60.1% | -89.6% | -47.6% |
| 10Y | +120.0% | +268.7% | -148.7% | +0.4% |
| All | +302.1% | +355.9% | -53.8% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling