+302.1%
WDAY vs UMC
+1,818.6%
-1,516.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.6% | -10.0% | -6.3% |
| 7D | -4.4% | +5.0% | -9.3% | -5.4% |
| 30D | +14.7% | +7.7% | +7.1% | +12.7% |
| 3M | +32.4% | +1.7% | +30.7% | +27.1% |
| 6M | +36.9% | +113.9% | -77.0% | +6.4% |
| YTD | -8.8% | +168.9% | -177.7% | -34.7% |
| 1Y | -15.3% | +207.2% | -222.5% | -41.7% |
| 3Y | -21.2% | +227.7% | -248.9% | -47.9% |
| 5Y | -29.5% | +118.0% | -147.6% | -49.6% |
| 10Y | +120.0% | +1,682.1% | -1,562.1% | -7.1% |
| All | +302.1% | +1,818.6% | -1,516.5% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling