+236.3%
UNH vs WDAY
+114.2%
+122.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.2% | -10.5% | +7.4% | -1.5% |
| 30D | -3.5% | +2.1% | -5.6% | -4.2% |
| 3M | -4.2% | +34.6% | -38.8% | -9.8% |
| 6M | +38.3% | +29.9% | +8.4% | +30.0% |
| YTD | +19.2% | -13.8% | +33.0% | +20.3% |
| 1Y | +15.0% | -18.3% | +33.2% | +16.8% |
| 3Y | -14.5% | -26.2% | +11.6% | -13.4% |
| 5Y | +4.6% | -30.8% | +35.4% | +5.0% |
| All | +236.3% | +114.2% | +122.1% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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