+112.2%
WDAY vs UDR
+47.2%
+65.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -5.2% | -3.5% | -1.7% | -3.8% |
| 30D | +5.9% | -5.3% | +11.2% | +8.5% |
| 3M | +42.3% | -9.5% | +51.8% | +48.7% |
| 6M | +34.7% | -0.7% | +35.4% | +34.9% |
| YTD | -13.5% | -1.2% | -12.4% | -13.4% |
| 1Y | -18.1% | -5.7% | -12.3% | -16.4% |
| 3Y | -26.4% | +3.7% | -30.1% | -28.7% |
| 5Y | -30.6% | -18.9% | -11.7% | -26.5% |
| All | +112.2% | +47.2% | +65.0% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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