+303.5%
WDAY vs UL
+154.8%
+148.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +2.0% | +2.6% |
| 7D | +1.8% | +1.1% | +0.7% | +1.4% |
| 30D | +4.1% | +4.5% | -0.4% | +2.2% |
| 3M | -4.8% | +6.5% | -11.3% | -7.2% |
| 6M | +68.6% | +18.2% | +50.5% | +58.3% |
| YTD | -8.5% | +4.7% | -13.2% | -11.0% |
| 1Y | -12.1% | +0.8% | -12.9% | -13.3% |
| 3Y | -13.2% | +35.9% | -49.1% | -26.2% |
| 5Y | -33.7% | +33.4% | -67.1% | -44.2% |
| 10Y | +137.4% | +106.9% | +30.5% | +56.6% |
| All | +303.5% | +154.8% | +148.7% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling