+216.1%
UNH vs WDAY
+136.5%
+79.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.5% | +0.1% |
| 7D | +3.4% | +1.8% | +1.5% | +3.1% |
| 30D | +3.0% | +4.1% | -1.1% | +2.3% |
| 3M | +2.7% | -4.8% | +7.6% | +3.3% |
| 6M | +2.8% | +68.6% | -65.8% | -7.3% |
| YTD | +25.9% | -8.5% | +34.4% | +25.7% |
| 1Y | +25.8% | -12.1% | +37.9% | +26.3% |
| 3Y | -20.0% | -13.2% | -6.8% | -21.3% |
| 5Y | -2.8% | -33.7% | +30.9% | -1.1% |
| All | +216.1% | +136.5% | +79.6% | +147.5% |
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