-15.5%
WDAY vs USAR
-18.7%
+3.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.8% | -14.5% | -3.5% |
| 7D | -2.5% | -14.5% | +12.0% | -2.6% |
| 30D | +4.7% | -37.8% | +42.5% | +4.4% |
| 3M | +13.3% | -52.8% | +66.1% | +12.8% |
| 6M | +57.3% | -71.2% | +128.5% | +56.9% |
| YTD | -10.2% | -30.9% | +20.7% | -11.0% |
| 1Y | -14.1% | -48.0% | +33.9% | -14.6% |
| 3Y | -11.7% | -19.7% | +8.0% | -24.4% |
| All | -15.5% | -18.7% | +3.2% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling