+135.8%
WDAY vs USB
+98.0%
+37.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.4% |
| 7D | -1.2% | +2.4% | -3.6% | -2.0% |
| 30D | +6.8% | +6.6% | +0.3% | +4.6% |
| 3M | +17.8% | -4.1% | +21.9% | +19.3% |
| 6M | +57.8% | +12.5% | +45.4% | +51.3% |
| YTD | -6.0% | +17.6% | -23.7% | -11.5% |
| 1Y | -13.5% | +36.5% | -50.0% | -22.6% |
| 3Y | -7.6% | +95.4% | -103.0% | -27.8% |
| 5Y | -30.5% | +26.1% | -56.7% | -38.4% |
| All | +135.8% | +98.0% | +37.8% | +68.8% |
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