-18.3%
WDAY vs USHY
+3.5%
-21.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -10.5% | -0.7% | -9.8% | -10.2% |
| 30D | +2.1% | -0.5% | +2.6% | +2.4% |
| 3M | +34.6% | +0.5% | +34.1% | +34.9% |
| 6M | +29.9% | +1.5% | +28.4% | +28.8% |
| YTD | -13.8% | +1.7% | -15.6% | -15.1% |
| All | -18.3% | +3.5% | -21.8% | -22.9% |
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