-2.3%
WDAY vs U
-44.5%
+42.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | -4.4% | -3.8% | -0.6% | -3.5% |
| 30D | +14.7% | +17.5% | -2.7% | +10.3% |
| 3M | +32.4% | +38.7% | -6.4% | +22.2% |
| 6M | +36.9% | +104.4% | -67.5% | +15.3% |
| YTD | -8.8% | -5.7% | -3.2% | -10.8% |
| 1Y | -15.3% | +3.7% | -19.0% | -20.0% |
| 3Y | -21.2% | +12.3% | -33.5% | -32.8% |
| 5Y | -29.5% | -68.8% | +39.3% | -28.1% |
| All | -2.3% | -44.5% | +42.1% | -16.7% |
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