-17.9%
WDAY vs UL
+35.2%
-53.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.6% | +2.6% | -7.1% | -4.9% |
| 30D | +1.2% | +6.8% | -5.5% | +0.4% |
| 3M | +2.6% | +5.7% | -3.2% | +1.8% |
| 6M | +47.8% | +15.9% | +31.9% | +47.3% |
| YTD | -12.1% | +4.3% | -16.3% | -12.7% |
| 1Y | -17.1% | -0.4% | -16.7% | -17.6% |
| 3Y | -17.9% | +35.0% | -52.8% | -19.1% |
| All | -17.9% | +35.2% | -53.1% | -19.1% |
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