-31.0%
WDAY vs USB
+22.2%
-53.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | +2.4% | -1.5% | +3.9% | +2.9% |
| 30D | +7.3% | +4.3% | +3.0% | +5.9% |
| 3M | +17.3% | -6.1% | +23.4% | +19.4% |
| 6M | +55.3% | +9.4% | +45.9% | +50.6% |
| YTD | -6.8% | +15.2% | -22.0% | -11.3% |
| 1Y | -13.8% | +32.8% | -46.5% | -21.7% |
| 3Y | -8.4% | +91.3% | -99.6% | -27.1% |
| 5Y | -31.0% | +22.7% | -53.6% | -37.3% |
| All | -31.0% | +22.2% | -53.2% | -37.3% |
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 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