+302.1%
WDAY vs UNP
+548.1%
-246.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.5% |
| 7D | -4.4% | -5.3% | +1.0% | -1.9% |
| 30D | +14.7% | -1.5% | +16.3% | +15.6% |
| 3M | +32.4% | +10.3% | +22.1% | +25.9% |
| 6M | +36.9% | +9.7% | +27.2% | +28.9% |
| YTD | -8.8% | +27.1% | -35.9% | -20.7% |
| 1Y | -15.3% | +32.6% | -47.9% | -27.9% |
| 3Y | -21.2% | +40.0% | -61.2% | -35.7% |
| 5Y | -29.5% | +50.8% | -80.3% | -45.6% |
| 10Y | +120.0% | +278.6% | -158.6% | -1.3% |
| All | +302.1% | +548.1% | -246.0% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling