-18.3%
WDAY vs UMC
+231.0%
-249.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.9% |
| 7D | -10.5% | +11.4% | -21.9% | -9.2% |
| 30D | +2.1% | +16.8% | -14.7% | +4.4% |
| 3M | +34.6% | +19.1% | +15.5% | +34.9% |
| 6M | +29.9% | +137.4% | -107.5% | +25.8% |
| YTD | -13.8% | +186.4% | -200.2% | -22.1% |
| All | -18.3% | +231.0% | -249.4% | -33.1% |
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