-13.5%
WDAY vs UNP
+44.1%
-57.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +2.3% |
| 7D | -1.2% | +3.6% | -4.8% | -0.5% |
| 30D | +6.8% | +11.4% | -4.5% | +9.2% |
| 3M | +17.8% | +4.6% | +13.2% | +18.5% |
| 6M | +57.8% | +18.3% | +39.5% | +65.8% |
| YTD | -6.0% | +35.4% | -41.4% | 0.0% |
| 1Y | -13.5% | +42.6% | -56.2% | -14.2% |
| All | -13.5% | +44.1% | -57.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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