-15.3%
WDAY vs UL
-8.6%
-6.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -4.4% | -1.3% | -3.0% | -4.2% |
| 30D | +14.7% | +0.5% | +14.3% | +14.4% |
| 3M | +32.4% | +17.6% | +14.8% | +36.4% |
| 6M | +36.9% | -5.4% | +42.2% | +34.6% |
| YTD | -8.8% | +0.7% | -9.5% | -10.5% |
| 1Y | -15.3% | -9.3% | -6.0% | -9.8% |
| All | -15.3% | -8.6% | -6.7% | -9.8% |
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