+119.3%
WDAY vs UAL
+115.8%
+3.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.5% | -7.9% | -5.8% |
| 7D | -4.4% | +0.7% | -5.1% | -4.5% |
| 30D | +14.7% | -16.1% | +30.8% | +18.3% |
| 3M | +32.4% | +6.1% | +26.2% | +30.1% |
| 6M | +36.9% | +10.8% | +26.0% | +32.0% |
| YTD | -8.8% | -0.4% | -8.4% | -10.4% |
| 1Y | -15.3% | +5.0% | -20.3% | -18.0% |
| 3Y | -21.2% | +124.0% | -145.2% | -37.1% |
| 5Y | -29.5% | +141.0% | -170.5% | -46.4% |
| All | +119.3% | +115.8% | +3.5% | +65.5% |
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