-13.5%
WDAY vs USAR
-49.3%
+35.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.9% | +7.8% | +1.8% |
| 7D | -1.2% | -21.8% | +20.5% | -2.1% |
| 30D | +6.8% | -39.9% | +46.7% | +5.1% |
| 3M | +17.8% | -52.5% | +70.4% | +15.1% |
| 6M | +57.8% | -67.9% | +125.8% | +54.2% |
| YTD | -6.0% | -31.1% | +25.1% | -9.7% |
| 1Y | -13.5% | -49.8% | +36.3% | -15.5% |
| All | -13.5% | -49.3% | +35.7% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling