-13.5%
WDAY vs UL
+1.7%
-15.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.4% |
| 7D | -1.2% | +4.7% | -5.9% | -2.0% |
| 30D | +6.8% | +11.6% | -4.8% | +4.9% |
| 3M | +17.8% | +5.3% | +12.5% | +16.5% |
| 6M | +57.8% | +16.0% | +41.8% | +58.8% |
| YTD | -6.0% | +5.0% | -11.0% | -9.0% |
| 1Y | -13.5% | +1.1% | -14.7% | -16.2% |
| All | -13.5% | +1.7% | -15.2% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling