-8.3%
WDAY vs USB
+90.4%
-98.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | +2.4% | -1.5% | +3.9% | +2.8% |
| 30D | +7.3% | +4.3% | +3.0% | +5.9% |
| 3M | +17.3% | -6.1% | +23.4% | +19.3% |
| 6M | +55.3% | +9.4% | +45.9% | +50.8% |
| YTD | -6.8% | +15.2% | -22.0% | -11.2% |
| 1Y | -13.8% | +32.8% | -46.5% | -21.7% |
| All | -8.3% | +90.4% | -98.8% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling