-11.7%
WDAY vs U
+81.5%
-93.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.5% | -9.1% | -4.6% |
| 7D | -2.5% | +36.6% | -39.1% | -8.1% |
| 30D | +4.7% | +13.3% | -8.6% | +1.8% |
| 3M | +13.3% | +26.2% | -12.9% | +7.9% |
| 6M | +57.3% | +88.7% | -31.4% | +38.8% |
| YTD | -10.2% | +16.6% | -26.8% | -16.5% |
| 1Y | -14.1% | +29.0% | -43.0% | -21.5% |
| 3Y | -11.7% | +99.5% | -111.2% | -28.4% |
| All | -11.7% | +81.5% | -93.2% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling