+302.1%
WDAY vs UL
+145.1%
+157.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -4.4% | -1.3% | -3.0% | -3.9% |
| 30D | +14.7% | +0.5% | +14.3% | +14.7% |
| 3M | +32.4% | +17.6% | +14.8% | +24.8% |
| 6M | +36.9% | -5.4% | +42.2% | +39.4% |
| YTD | -8.8% | +0.7% | -9.5% | -9.9% |
| 1Y | -15.3% | -9.3% | -6.0% | -12.9% |
| 3Y | -21.2% | +24.5% | -45.7% | -30.5% |
| 5Y | -29.5% | +23.2% | -52.7% | -38.6% |
| 10Y | +120.0% | +64.5% | +55.6% | +62.3% |
| All | +302.1% | +145.1% | +157.0% | +157.9% |
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