+296.2%
WDAY vs URA
+13.3%
+282.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.0% | -4.6% |
| 7D | -2.5% | -4.1% | +1.6% | -1.6% |
| 30D | +4.7% | -19.0% | +23.7% | +9.5% |
| 3M | +13.3% | -25.1% | +38.4% | +20.1% |
| 6M | +57.3% | -44.5% | +101.8% | +77.3% |
| YTD | -10.2% | -24.3% | +14.1% | -9.6% |
| 1Y | -14.1% | -28.1% | +14.0% | -12.5% |
| 3Y | -11.7% | +40.7% | -52.3% | -31.8% |
| 5Y | -33.5% | +35.5% | -68.9% | -50.0% |
| 10Y | +133.1% | +281.2% | -148.1% | +14.8% |
| All | +296.2% | +13.3% | +282.9% | +105.5% |
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