+311.1%
WDAY vs USB
+179.5%
+131.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | +2.4% | -1.5% | +3.9% | +3.0% |
| 30D | +7.3% | +4.3% | +3.0% | +5.5% |
| 3M | +17.3% | -6.1% | +23.4% | +19.9% |
| 6M | +55.3% | +9.4% | +45.9% | +49.3% |
| YTD | -6.8% | +15.2% | -22.0% | -12.5% |
| 1Y | -13.8% | +32.8% | -46.5% | -23.4% |
| 3Y | -8.4% | +91.3% | -99.6% | -31.1% |
| 5Y | -31.0% | +22.7% | -53.6% | -39.4% |
| 10Y | +141.8% | +97.0% | +44.8% | +48.1% |
| All | +311.1% | +179.5% | +131.6% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling