+72.8%
WDAY vs USHY
+49.7%
+23.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.5% |
| 7D | -10.5% | -0.7% | -9.8% | -9.2% |
| 30D | +2.1% | -0.5% | +2.6% | +3.3% |
| 3M | +34.6% | +0.5% | +34.1% | +33.2% |
| 6M | +29.9% | +1.5% | +28.4% | +25.6% |
| YTD | -13.8% | +1.7% | -15.6% | -17.1% |
| 1Y | -18.3% | +3.5% | -21.8% | -24.2% |
| 3Y | -26.2% | +27.2% | -53.3% | -55.0% |
| 5Y | -30.8% | +21.0% | -51.8% | -52.3% |
| All | +72.8% | +49.7% | +23.1% | -17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling