-35.1%
WDAY vs UL
+31.7%
-66.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.6% | +2.6% | -7.1% | -5.2% |
| 30D | +1.2% | +6.8% | -5.5% | -0.6% |
| 3M | +2.6% | +5.7% | -3.2% | +1.0% |
| 6M | +47.8% | +15.9% | +31.9% | +42.7% |
| YTD | -12.1% | +4.3% | -16.3% | -13.5% |
| 1Y | -17.1% | -0.4% | -16.7% | -17.5% |
| 3Y | -17.9% | +35.0% | -52.8% | -28.3% |
| 5Y | -35.1% | +31.6% | -66.7% | -45.3% |
| All | -35.1% | +31.7% | -66.8% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling