+302.1%
WDAY vs URA
+61.3%
+240.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.6% |
| 7D | -4.4% | +1.1% | -5.4% | -4.6% |
| 30D | +14.7% | +7.4% | +7.3% | +12.5% |
| 3M | +32.4% | -8.4% | +40.8% | +33.8% |
| 6M | +36.9% | -12.7% | +49.6% | +37.8% |
| YTD | -8.8% | +7.8% | -16.6% | -15.0% |
| 1Y | -15.3% | +19.5% | -34.7% | -24.6% |
| 3Y | -21.2% | +116.4% | -137.6% | -45.5% |
| 5Y | -29.5% | +134.3% | -163.8% | -54.4% |
| 10Y | +120.0% | +359.3% | -239.2% | +5.3% |
| All | +302.1% | +61.3% | +240.8% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling