+111.5%
WDAY vs UL
+65.6%
+45.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -10.5% | -4.1% | -6.5% | -9.2% |
| 30D | +2.1% | -1.2% | +3.3% | +2.7% |
| 3M | +34.6% | +6.0% | +28.7% | +32.4% |
| 6M | +29.9% | -5.5% | +35.4% | +32.4% |
| YTD | -13.8% | -3.3% | -10.5% | -13.4% |
| 1Y | -18.3% | -9.8% | -8.5% | -16.0% |
| 3Y | -26.2% | +20.1% | -46.3% | -33.6% |
| 5Y | -30.8% | +19.2% | -50.0% | -38.6% |
| All | +111.5% | +65.6% | +45.9% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling