-5.8%
WDAY vs U
-32.9%
+27.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -4.6% | +24.4% | -28.9% | -9.6% |
| 30D | +1.2% | +7.4% | -6.1% | -1.1% |
| 3M | +2.6% | +16.8% | -14.2% | -2.0% |
| 6M | +47.8% | +78.8% | -31.0% | +27.5% |
| YTD | -12.1% | +14.0% | -26.0% | -18.4% |
| 1Y | -17.1% | +16.7% | -33.9% | -23.8% |
| 3Y | -17.9% | +86.4% | -104.3% | -38.6% |
| 5Y | -35.1% | -71.5% | +36.4% | -33.1% |
| All | -5.8% | -32.9% | +27.1% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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