+292.6%
WDAY vs UEC
+198.8%
+93.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | +5.5% | -36.9% | +42.4% | +9.6% |
| 6M | +57.4% | -56.1% | +113.5% | +68.1% |
| YTD | -11.0% | -38.1% | +27.1% | -10.3% |
| 1Y | -15.8% | -41.7% | +25.9% | -14.8% |
| 3Y | -16.9% | +28.2% | -45.1% | -28.1% |
| 5Y | -35.3% | +31.7% | -66.9% | -47.5% |
| 10Y | +131.0% | +685.9% | -554.8% | +34.5% |
| All | +292.6% | +198.8% | +93.8% | +119.2% |
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 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