-25.7%
WDAY vs UL
+24.1%
-49.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.8% |
| 7D | -6.1% | -1.3% | -4.8% | -6.0% |
| 30D | +3.7% | +0.9% | +2.8% | +3.6% |
| 3M | +29.6% | +14.2% | +15.3% | +30.1% |
| 6M | +23.3% | -3.2% | +26.5% | +23.9% |
| YTD | -13.3% | -0.3% | -12.9% | -13.4% |
| 1Y | -19.6% | -8.8% | -10.9% | -19.3% |
| 3Y | -25.7% | +23.9% | -49.5% | -32.6% |
| All | -25.7% | +24.1% | -49.8% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling