-3.8%
WDAY vs U
-31.3%
+27.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.5% | -9.1% | -4.9% |
| 7D | -2.5% | +36.6% | -39.1% | -9.6% |
| 30D | +4.7% | +13.3% | -8.6% | +1.0% |
| 3M | +13.3% | +26.2% | -12.9% | +6.4% |
| 6M | +57.3% | +88.7% | -31.4% | +33.9% |
| YTD | -10.2% | +16.6% | -26.8% | -17.1% |
| 1Y | -14.1% | +29.0% | -43.0% | -22.8% |
| 3Y | -11.7% | +99.5% | -111.2% | -35.1% |
| 5Y | -33.5% | -66.1% | +32.7% | -34.0% |
| All | -3.8% | -31.3% | +27.6% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling