+117.3%
WDAY vs USB
+107.5%
+9.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -4.4% | +1.4% | -5.8% | -4.8% |
| 30D | +14.7% | -1.3% | +16.0% | +15.2% |
| 3M | +32.4% | +15.2% | +17.1% | +26.2% |
| 6M | +36.9% | +18.8% | +18.0% | +28.6% |
| YTD | -8.8% | +21.0% | -29.9% | -14.9% |
| 1Y | -15.3% | +34.0% | -49.3% | -23.6% |
| 3Y | -21.2% | +95.3% | -116.5% | -38.7% |
| 5Y | -29.5% | +40.4% | -69.9% | -39.9% |
| All | +117.3% | +107.5% | +9.8% | +43.0% |
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