-18.3%
WDAY vs UPS
+26.3%
-44.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -10.5% | -3.4% | -7.1% | -10.6% |
| 30D | +2.1% | -2.7% | +4.9% | +2.0% |
| 3M | +34.6% | -1.6% | +36.3% | +34.0% |
| 6M | +29.9% | +2.3% | +27.6% | +29.3% |
| YTD | -13.8% | +5.6% | -19.4% | -14.1% |
| 1Y | -18.3% | +27.1% | -45.3% | -17.9% |
| All | -18.3% | +26.3% | -44.6% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling