-30.5%
WDAY vs UMC
+140.9%
-171.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.9% |
| 7D | -7.4% | +13.6% | -21.0% | -9.9% |
| 30D | +1.0% | +20.8% | -19.7% | -3.0% |
| 3M | +32.7% | +16.1% | +16.5% | +22.1% |
| 6M | +25.6% | +137.3% | -111.7% | -11.8% |
| YTD | -13.4% | +193.8% | -207.1% | -46.3% |
| 1Y | -19.4% | +236.1% | -255.5% | -53.1% |
| 3Y | -25.8% | +267.1% | -292.9% | -60.8% |
| All | -30.5% | +140.9% | -171.4% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling