-31.1%
WDAY vs UL
+19.6%
-50.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.3% |
| 7D | -7.4% | -3.2% | -4.2% | -6.6% |
| 30D | +1.0% | -0.6% | +1.6% | +1.3% |
| 3M | +32.7% | +9.4% | +23.2% | +30.4% |
| 6M | +25.6% | -4.1% | +29.7% | +27.3% |
| YTD | -13.4% | -2.0% | -11.4% | -13.3% |
| 1Y | -19.4% | -9.0% | -10.4% | -17.6% |
| 3Y | -25.8% | +21.8% | -47.6% | -32.8% |
| 5Y | -31.1% | +20.6% | -51.7% | -41.8% |
| All | -31.1% | +19.6% | -50.7% | -41.8% |
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 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