-26.2%
WDAY vs USHY
+27.6%
-53.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.2% |
| 7D | -7.4% | -0.1% | -7.2% | -7.1% |
| 30D | +1.0% | 0.0% | +1.1% | +1.1% |
| 3M | +32.7% | +0.8% | +31.8% | +30.6% |
| 6M | +25.6% | +1.9% | +23.7% | +20.8% |
| YTD | -13.4% | +2.3% | -15.6% | -17.3% |
| 1Y | -19.4% | +4.1% | -23.5% | -26.1% |
| All | -26.2% | +27.6% | -53.9% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling