+131.0%
WDAY vs UAL
+97.8%
+33.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.5% |
| 7D | -5.3% | +2.3% | -7.5% | -5.8% |
| 30D | +1.5% | +13.3% | -11.8% | -1.0% |
| 3M | +5.5% | -6.3% | +11.7% | +6.2% |
| 6M | +57.4% | +22.5% | +34.9% | +49.6% |
| YTD | -11.0% | +5.9% | -16.9% | -13.8% |
| 1Y | -15.8% | +24.7% | -40.4% | -21.2% |
| 3Y | -16.9% | +211.6% | -228.5% | -37.8% |
| 5Y | -35.3% | +130.6% | -165.8% | -50.4% |
| 10Y | +131.0% | +96.5% | +34.6% | +92.0% |
| All | +131.0% | +97.8% | +33.3% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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