-31.1%
WDAY vs UPS
-35.0%
+3.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.3% |
| 7D | -7.4% | -3.7% | -3.7% | -6.2% |
| 30D | +1.0% | -3.7% | +4.8% | +2.3% |
| 3M | +32.7% | -6.6% | +39.2% | +34.7% |
| 6M | +25.6% | +2.6% | +23.0% | +22.6% |
| YTD | -13.4% | +4.8% | -18.2% | -16.6% |
| 1Y | -19.4% | +25.3% | -44.6% | -28.0% |
| 3Y | -25.8% | -26.9% | +1.1% | -20.0% |
| 5Y | -31.1% | -33.5% | +2.4% | -23.6% |
| All | -31.1% | -35.0% | +3.9% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling