+113.3%
WDAY vs UEC
+908.7%
-795.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | +1.0% | +1.9% | -0.9% | +0.4% |
| 3M | +32.7% | +8.9% | +23.8% | +30.1% |
| 6M | +25.6% | -14.5% | +40.0% | +24.6% |
| YTD | -13.4% | -0.7% | -12.7% | -16.7% |
| 1Y | -19.4% | -4.1% | -15.3% | -23.2% |
| 3Y | -25.8% | +148.9% | -174.7% | -42.3% |
| 5Y | -31.1% | +300.0% | -331.1% | -53.6% |
| 10Y | +113.3% | +994.3% | -881.0% | +9.7% |
| All | +113.3% | +908.7% | -795.4% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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