-30.6%
WDAY vs AUR
-35.1%
+4.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -5.2% | +1.4% | -6.6% | -5.3% |
| 30D | +5.9% | -6.4% | +12.3% | +6.5% |
| 3M | +42.3% | +7.7% | +34.6% | +40.2% |
| 6M | +34.7% | +44.5% | -9.8% | +27.1% |
| YTD | -13.5% | +67.4% | -81.0% | -20.1% |
| 1Y | -18.1% | +15.4% | -33.5% | -21.3% |
| 3Y | -26.4% | +94.8% | -121.2% | -40.2% |
| All | -30.6% | -35.1% | +4.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 5y: compounded portfolio wealth divided by compounded AUR 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…
5y analysis · Full analysis span regression · 6 months rolling