+291.5%
WDAY vs UPS
+151.6%
+139.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.5% |
| 7D | -4.8% | -0.6% | -4.2% | -4.5% |
| 30D | +2.5% | +16.4% | -14.0% | -3.8% |
| 3M | +8.8% | +7.9% | +0.8% | +5.4% |
| 6M | +60.7% | +15.8% | +44.9% | +49.9% |
| YTD | -11.2% | +16.6% | -27.8% | -18.7% |
| 1Y | -15.6% | +22.3% | -37.9% | -24.4% |
| 3Y | -17.1% | -6.2% | -10.9% | -20.3% |
| 5Y | -35.7% | -34.4% | -1.3% | -27.1% |
| 10Y | +130.4% | +41.7% | +88.8% | +63.4% |
| All | +291.5% | +151.6% | +139.9% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling