+314.5%
WDAY vs USB
+185.5%
+129.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.2% |
| 7D | -1.2% | +2.4% | -3.6% | -2.2% |
| 30D | +6.8% | +6.6% | +0.3% | +4.2% |
| 3M | +17.8% | -4.1% | +21.9% | +19.6% |
| 6M | +57.8% | +12.5% | +45.4% | +50.2% |
| YTD | -6.0% | +17.6% | -23.7% | -12.5% |
| 1Y | -13.5% | +36.5% | -50.0% | -24.0% |
| 3Y | -7.6% | +95.4% | -103.0% | -31.1% |
| 5Y | -30.5% | +26.1% | -56.7% | -39.7% |
| 10Y | +143.9% | +101.3% | +42.6% | +48.1% |
| All | +314.5% | +185.5% | +129.0% | +111.4% |
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