-38.8%
WDAY vs UMAC
+488.3%
-527.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.5% |
| 7D | -10.5% | -4.0% | -6.6% | -10.6% |
| 30D | +2.1% | -9.4% | +11.5% | +2.1% |
| 3M | +34.6% | +3.0% | +31.7% | +34.8% |
| 6M | +29.9% | +27.2% | +2.7% | +29.7% |
| YTD | -13.8% | +84.7% | -98.5% | -14.1% |
| 1Y | -18.3% | +136.5% | -154.8% | -18.6% |
| All | -38.8% | +488.3% | -527.0% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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