-28.6%
WDAY vs USB
+40.0%
-68.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.1% |
| 3M | +32.4% | +15.2% | +17.1% | +26.7% |
| 6M | +36.9% | +18.8% | +18.0% | +29.2% |
| YTD | -8.8% | +21.0% | -29.9% | -14.4% |
| 1Y | -15.3% | +34.0% | -49.3% | -23.1% |
| 3Y | -21.2% | +95.3% | -116.5% | -37.5% |
| All | -28.6% | +40.0% | -68.7% | -39.1% |
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