+123.9%
WDAY vs UAL
+106.7%
+17.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.8% | -8.2% | -2.6% |
| 7D | -4.0% | +10.2% | -14.2% | -5.8% |
| 30D | +1.9% | +12.0% | -10.1% | -0.4% |
| 3M | +5.9% | -7.1% | +13.0% | +6.8% |
| 6M | +48.8% | +20.9% | +27.9% | +41.8% |
| YTD | -11.4% | +7.7% | -19.1% | -14.5% |
| 1Y | -15.5% | +23.6% | -39.1% | -20.8% |
| 3Y | -15.6% | +222.6% | -238.2% | -37.3% |
| 5Y | -35.2% | +127.9% | -163.1% | -50.2% |
| 10Y | +123.9% | +100.2% | +23.7% | +83.3% |
| All | +123.9% | +106.7% | +17.2% | +83.3% |
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