-15.8%
WDAY vs UDR
+26.2%
-42.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -4.8% | -2.4% | -2.4% | -3.9% |
| 30D | +2.5% | +6.7% | -4.2% | +0.1% |
| 3M | +8.8% | -1.8% | +10.5% | +9.5% |
| 6M | +60.7% | -1.8% | +62.5% | +62.3% |
| YTD | -11.2% | +2.5% | -13.8% | -11.9% |
| 1Y | -15.6% | +7.9% | -23.5% | -17.8% |
| All | -15.8% | +26.2% | -42.0% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling