+111.5%
WDAY vs UMC
+1,818.5%
-1,707.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | 0.0% |
| 7D | -10.5% | +11.4% | -21.9% | -12.7% |
| 30D | +2.1% | +16.8% | -14.7% | -1.4% |
| 3M | +34.6% | +19.1% | +15.5% | +24.1% |
| 6M | +29.9% | +137.4% | -107.5% | -2.7% |
| YTD | -13.8% | +186.4% | -200.2% | -40.2% |
| 1Y | -18.3% | +229.1% | -247.4% | -45.8% |
| 3Y | -26.2% | +257.9% | -284.0% | -53.4% |
| 5Y | -30.8% | +137.5% | -168.4% | -52.6% |
| All | +111.5% | +1,818.5% | -1,707.0% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling