+302.1%
WDAY vs UEC
+376.9%
-74.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.6% | -5.4% |
| 7D | -4.4% | -6.9% | +2.6% | -3.7% |
| 30D | +14.7% | +7.6% | +7.1% | +13.6% |
| 3M | +32.4% | -18.4% | +50.8% | +33.9% |
| 6M | +36.9% | -23.3% | +60.1% | +37.5% |
| YTD | -8.8% | -1.2% | -7.6% | -11.9% |
| 1Y | -15.3% | +2.3% | -17.6% | -19.4% |
| 3Y | -21.2% | +162.3% | -183.5% | -37.0% |
| 5Y | -29.5% | +287.2% | -316.8% | -49.3% |
| 10Y | +120.0% | +1,009.6% | -889.6% | +23.8% |
| All | +302.1% | +376.9% | -74.7% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling