-25.7%
WDAY vs UNP
+46.5%
-72.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.8% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | +3.7% | -1.1% | +4.8% | +4.0% |
| 3M | +29.6% | +7.9% | +21.7% | +27.0% |
| 6M | +23.3% | +14.6% | +8.7% | +18.1% |
| YTD | -13.3% | +26.6% | -39.9% | -20.9% |
| 1Y | -19.6% | +35.6% | -55.2% | -29.1% |
| 3Y | -25.7% | +45.5% | -71.2% | -38.5% |
| All | -25.7% | +46.5% | -72.2% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling