+111.5%
WDAY vs UNP
+287.3%
-175.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -10.5% | -1.2% | -9.4% | -10.1% |
| 30D | +2.1% | -2.0% | +4.1% | +3.0% |
| 3M | +34.6% | +7.5% | +27.1% | +30.1% |
| 6M | +29.9% | +15.3% | +14.6% | +20.0% |
| YTD | -13.8% | +25.4% | -39.2% | -23.9% |
| 1Y | -18.3% | +35.6% | -53.9% | -30.5% |
| 3Y | -26.2% | +44.1% | -70.3% | -39.9% |
| 5Y | -30.8% | +54.0% | -84.8% | -46.4% |
| All | +111.5% | +287.3% | -175.8% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling