+296.2%
WDAY vs UAL
+464.8%
-168.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.7% | -4.0% |
| 7D | -2.5% | +8.2% | -10.6% | -4.1% |
| 30D | +4.7% | +2.3% | +2.4% | +4.0% |
| 3M | +13.3% | -12.7% | +26.0% | +15.8% |
| 6M | +57.3% | +12.7% | +44.6% | +51.5% |
| YTD | -10.2% | +0.8% | -11.0% | -12.4% |
| 1Y | -14.1% | +17.8% | -31.9% | -19.1% |
| 3Y | -11.7% | +206.7% | -218.4% | -34.9% |
| 5Y | -33.5% | +113.9% | -147.4% | -49.0% |
| 10Y | +133.1% | +97.0% | +36.1% | +64.3% |
| All | +296.2% | +464.8% | -168.6% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling