-13.2%
WDAY vs URA
+35.4%
-48.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.7% | +3.0% |
| 7D | +1.8% | -1.5% | +3.4% | +1.8% |
| 30D | +4.1% | -10.4% | +14.5% | +3.8% |
| 3M | -4.8% | -29.6% | +24.8% | -5.6% |
| 6M | +68.6% | -40.3% | +108.9% | +68.4% |
| YTD | -8.5% | -25.5% | +17.0% | -11.0% |
| 1Y | -12.1% | -26.4% | +14.3% | -14.4% |
| 3Y | -13.2% | +31.4% | -44.6% | -22.0% |
| All | -13.2% | +35.4% | -48.6% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling