+257.0%
WDAY vs IEMG
+142.6%
+114.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -7.4% | +1.6% | -9.0% | -8.5% |
| 30D | +1.0% | +4.6% | -3.6% | -2.5% |
| 3M | +32.7% | +4.8% | +27.8% | +25.0% |
| 6M | +25.6% | +16.8% | +8.8% | +6.1% |
| YTD | -13.4% | +24.8% | -38.2% | -31.6% |
| 1Y | -19.4% | +34.3% | -53.7% | -40.4% |
| 3Y | -25.8% | +87.0% | -112.7% | -59.5% |
| 5Y | -31.1% | +49.9% | -81.0% | -54.3% |
| 10Y | +113.3% | +144.8% | -31.5% | -6.6% |
| All | +257.0% | +142.6% | +114.4% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling