+144.0%
WDAY vs USB
+83.8%
+60.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +2.8% |
| 7D | +1.8% | +2.6% | -0.8% | +1.0% |
| 30D | +4.1% | +8.4% | -4.3% | +1.3% |
| 3M | -4.8% | -5.5% | +0.7% | -3.2% |
| 6M | +68.6% | +17.7% | +50.9% | +59.2% |
| YTD | -8.5% | +17.6% | -26.1% | -13.9% |
| 1Y | -12.1% | +33.9% | -46.0% | -20.8% |
| 3Y | -13.2% | +103.8% | -117.0% | -33.2% |
| 5Y | -33.7% | +25.6% | -59.3% | -41.2% |
| All | +144.0% | +83.8% | +60.2% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling