+111.5%
WDAY vs UPS
+37.5%
+74.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -10.5% | -3.4% | -7.1% | -9.3% |
| 30D | +2.1% | -2.7% | +4.9% | +3.3% |
| 3M | +34.6% | -1.6% | +36.3% | +34.5% |
| 6M | +29.9% | +2.3% | +27.6% | +26.7% |
| YTD | -13.8% | +5.6% | -19.4% | -17.5% |
| 1Y | -18.3% | +27.1% | -45.3% | -27.9% |
| 3Y | -26.2% | -26.3% | +0.2% | -20.8% |
| 5Y | -30.8% | -34.5% | +3.7% | -22.5% |
| All | +111.5% | +37.5% | +74.0% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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