-31.1%
WDAY vs UDR
-20.7%
-10.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.9% |
| 7D | -7.4% | -3.3% | -4.1% | -5.8% |
| 30D | +1.0% | -5.6% | +6.7% | +4.1% |
| 3M | +32.7% | -9.4% | +42.1% | +39.8% |
| 6M | +25.6% | -3.0% | +28.5% | +27.5% |
| YTD | -13.4% | -0.4% | -13.0% | -13.5% |
| 1Y | -19.4% | -5.1% | -14.2% | -17.6% |
| 3Y | -25.8% | +4.2% | -30.0% | -29.1% |
| 5Y | -31.1% | -19.5% | -11.6% | -26.0% |
| All | -31.1% | -20.7% | -10.4% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling