+291.5%
WDAY vs UDR
+148.0%
+143.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -4.8% | -2.4% | -2.4% | -3.8% |
| 30D | +2.5% | +6.7% | -4.2% | -0.3% |
| 3M | +8.8% | -1.8% | +10.5% | +9.6% |
| 6M | +60.7% | -1.8% | +62.5% | +61.9% |
| YTD | -11.2% | +2.5% | -13.8% | -12.5% |
| 1Y | -15.6% | +7.9% | -23.5% | -18.7% |
| 3Y | -17.1% | +25.1% | -42.2% | -26.0% |
| 5Y | -35.7% | -21.2% | -14.5% | -31.1% |
| 10Y | +130.4% | +52.9% | +77.5% | +85.1% |
| All | +291.5% | +148.0% | +143.5% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling