+112.2%
WDAY vs IEMG
+145.8%
-33.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.5% |
| 7D | -5.2% | -1.3% | -3.9% | -4.3% |
| 30D | +5.9% | +1.9% | +4.0% | +4.3% |
| 3M | +42.3% | +1.4% | +40.8% | +37.9% |
| 6M | +34.7% | +15.2% | +19.6% | +15.0% |
| YTD | -13.5% | +23.8% | -37.4% | -31.6% |
| 1Y | -18.1% | +30.7% | -48.7% | -38.4% |
| 3Y | -26.4% | +83.3% | -109.7% | -59.9% |
| 5Y | -30.6% | +48.8% | -79.4% | -54.3% |
| All | +112.2% | +145.8% | -33.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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