+137.4%
WDAY vs UEC
+677.4%
-540.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -5.3% | +0.6% | -5.8% | -5.5% |
| 30D | +1.5% | -18.1% | +19.7% | +3.4% |
| 3M | +5.5% | -36.9% | +42.4% | +10.0% |
| 6M | +57.4% | -56.1% | +113.5% | +69.2% |
| YTD | -11.0% | -38.1% | +27.1% | -10.4% |
| 1Y | -15.8% | -41.7% | +25.9% | -14.9% |
| 3Y | -16.9% | +28.2% | -45.1% | -30.0% |
| 5Y | -35.3% | +31.7% | -66.9% | -49.7% |
| All | +137.4% | +677.4% | -540.0% | +26.2% |
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