+303.5%
WDAY vs UPS
+156.2%
+147.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.3% |
| 7D | +1.8% | +3.8% | -1.9% | +0.3% |
| 30D | +4.1% | +17.4% | -13.3% | -2.6% |
| 3M | -4.8% | +8.2% | -13.0% | -8.0% |
| 6M | +68.6% | +17.9% | +50.7% | +56.2% |
| YTD | -8.5% | +18.7% | -27.2% | -16.8% |
| 1Y | -12.1% | +24.8% | -36.9% | -21.9% |
| 3Y | -13.2% | -4.5% | -8.7% | -17.1% |
| 5Y | -33.7% | -33.2% | -0.5% | -25.5% |
| 10Y | +137.4% | +44.2% | +93.2% | +67.2% |
| All | +303.5% | +156.2% | +147.2% | +132.7% |
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