-13.5%
WDAY vs UMC
+112.5%
-126.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.0% | +1.7% |
| 7D | -1.2% | -14.7% | +13.4% | -3.4% |
| 30D | +6.8% | -32.9% | +39.7% | +1.0% |
| 3M | +17.8% | -22.2% | +40.0% | +14.4% |
| 6M | +57.8% | +25.9% | +31.9% | +51.2% |
| YTD | -6.0% | +107.9% | -113.9% | -12.9% |
| 1Y | -13.5% | +115.0% | -128.6% | -20.7% |
| All | -13.5% | +112.5% | -126.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling