-38.4%
WDAY vs UMAC
+549.5%
-587.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +9.3% | -14.2% | -4.8% |
| 7D | -6.1% | +14.7% | -20.8% | -6.1% |
| 30D | +3.7% | -0.5% | +4.2% | +3.7% |
| 3M | +29.6% | +0.5% | +29.1% | +29.8% |
| 6M | +23.3% | +57.9% | -34.6% | +23.2% |
| YTD | -13.3% | +103.9% | -117.2% | -13.5% |
| 1Y | -19.6% | +159.3% | -178.9% | -19.9% |
| All | -38.4% | +549.5% | -587.9% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling