+302.1%
WDAY vs UDR
+147.7%
+154.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -4.4% | -2.0% | -2.4% | -3.6% |
| 30D | +14.7% | -5.2% | +19.9% | +17.4% |
| 3M | +32.4% | -5.8% | +38.2% | +36.1% |
| 6M | +36.9% | -1.7% | +38.6% | +37.7% |
| YTD | -8.8% | +2.4% | -11.2% | -10.1% |
| 1Y | -15.3% | -2.1% | -13.2% | -14.9% |
| 3Y | -21.2% | +4.2% | -25.4% | -24.0% |
| 5Y | -29.5% | -20.0% | -9.5% | -24.9% |
| 10Y | +120.0% | +44.6% | +75.4% | +81.0% |
| All | +302.1% | +147.7% | +154.4% | +169.1% |
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 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