-26.4%
WDAY vs UMC
+261.2%
-287.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | +0.3% |
| 7D | -5.2% | +9.0% | -14.2% | -5.2% |
| 30D | +5.9% | +17.2% | -11.3% | +5.8% |
| 3M | +42.3% | +11.4% | +30.9% | +39.5% |
| 6M | +34.7% | +137.5% | -102.8% | +15.9% |
| YTD | -13.5% | +193.1% | -206.6% | -30.9% |
| 1Y | -18.1% | +240.3% | -258.4% | -37.3% |
| 3Y | -26.4% | +262.2% | -288.6% | -46.2% |
| All | -26.4% | +261.2% | -287.6% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling