-31.6%
WDAY vs UNP
+51.4%
-82.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -6.1% | -0.7% | -5.4% | -5.8% |
| 30D | +3.7% | -1.1% | +4.8% | +4.1% |
| 3M | +29.6% | +7.9% | +21.7% | +25.7% |
| 6M | +23.3% | +14.6% | +8.7% | +15.7% |
| YTD | -13.3% | +26.6% | -39.9% | -22.8% |
| 1Y | -19.6% | +35.6% | -55.2% | -30.8% |
| 3Y | -25.7% | +45.5% | -71.2% | -39.2% |
| 5Y | -31.6% | +50.0% | -81.6% | -45.2% |
| All | -31.6% | +51.4% | -82.9% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling