+287.9%
WDAY vs UEC
+196.3%
+91.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.1% |
| 7D | -4.6% | -5.2% | +0.6% | -4.3% |
| 30D | +1.2% | -22.0% | +23.2% | +3.4% |
| 3M | +2.6% | -37.0% | +39.5% | +6.6% |
| 6M | +47.8% | -52.7% | +100.5% | +56.4% |
| YTD | -12.1% | -38.6% | +26.6% | -11.3% |
| 1Y | -17.1% | -44.6% | +27.4% | -15.7% |
| 3Y | -17.9% | +27.1% | -45.0% | -28.8% |
| 5Y | -35.1% | +37.9% | -73.0% | -47.7% |
| 10Y | +130.1% | +631.6% | -501.5% | +34.8% |
| All | +287.9% | +196.3% | +91.7% | +116.8% |
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