+287.9%
WDAY vs URI
+3,431.6%
-3,143.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | -4.6% | -6.0% | +1.4% | -3.1% |
| 30D | +1.2% | +4.6% | -3.4% | -0.5% |
| 3M | +2.6% | -2.7% | +5.2% | +2.5% |
| 6M | +47.8% | +18.4% | +29.4% | +37.4% |
| YTD | -12.1% | +37.4% | -49.4% | -24.0% |
| 1Y | -17.1% | +30.4% | -47.5% | -27.2% |
| 3Y | -17.9% | +147.9% | -165.8% | -44.0% |
| 5Y | -35.1% | +202.1% | -237.2% | -59.8% |
| 10Y | +130.1% | +1,182.4% | -1,052.3% | -21.7% |
| All | +287.9% | +3,431.6% | -3,143.7% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling