-33.5%
WDAY vs U
-73.3%
+39.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +1.8% |
| 7D | +1.8% | +2.6% | -0.7% | +1.2% |
| 30D | +4.1% | +27.6% | -23.5% | -2.1% |
| 3M | -4.8% | +15.3% | -20.2% | -8.9% |
| 6M | +68.6% | +96.4% | -27.8% | +42.1% |
| YTD | -8.5% | +19.6% | -28.1% | -16.2% |
| 1Y | -12.1% | +42.1% | -54.2% | -22.8% |
| 3Y | -13.2% | +87.5% | -100.7% | -35.3% |
| All | -33.5% | -73.3% | +39.8% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling