-26.6%
WDAY vs IEMG
+81.5%
-108.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -10.5% | -0.9% | -9.7% | -10.5% |
| 30D | +2.1% | +2.1% | 0.0% | +1.9% |
| 3M | +34.6% | +4.6% | +30.0% | +32.7% |
| 6M | +29.9% | +14.0% | +15.9% | +23.1% |
| YTD | -13.8% | +22.3% | -36.2% | -22.5% |
| 1Y | -18.3% | +30.7% | -49.0% | -29.7% |
| All | -26.6% | +81.5% | -108.1% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling