-34.1%
WDAY vs USB
+21.6%
-55.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +4.7% | +5.8% | -1.2% | +2.8% |
| 3M | +13.3% | -6.0% | +19.3% | +15.3% |
| 6M | +57.3% | +7.8% | +49.5% | +53.2% |
| YTD | -10.2% | +14.6% | -24.8% | -14.4% |
| 1Y | -14.1% | +31.8% | -45.9% | -21.8% |
| 3Y | -11.7% | +91.5% | -103.2% | -29.8% |
| All | -34.1% | +21.6% | -55.7% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling