-11.7%
WDAY vs URI
+138.8%
-150.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.8% | -3.7% |
| 7D | -2.5% | -9.8% | +7.3% | -1.6% |
| 30D | +4.7% | +1.7% | +2.9% | +4.4% |
| 3M | +13.3% | -9.1% | +22.4% | +14.1% |
| 6M | +57.3% | +9.9% | +47.4% | +53.5% |
| YTD | -10.2% | +31.2% | -41.4% | -15.9% |
| 1Y | -14.1% | +25.9% | -40.0% | -18.8% |
| 3Y | -11.7% | +147.4% | -159.1% | -34.8% |
| All | -11.7% | +138.8% | -150.4% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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