-13.5%
WDAY vs USHY
+1.9%
-15.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | +6.8% | +0.7% | +6.1% | +6.4% |
| 3M | +17.8% | -2.2% | +20.0% | +18.4% |
| 6M | +57.8% | -0.9% | +58.7% | +59.1% |
| YTD | -6.0% | +0.2% | -6.2% | -7.3% |
| 1Y | -13.5% | +1.7% | -15.3% | -20.3% |
| All | -13.5% | +1.9% | -15.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling