+82.8%
WDAY vs USHY
+50.7%
+32.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.3% |
| 7D | -4.4% | -0.1% | -4.2% | -4.1% |
| 30D | +14.7% | +0.1% | +14.7% | +14.6% |
| 3M | +32.4% | +0.8% | +31.5% | +30.2% |
| 6M | +36.9% | +1.7% | +35.1% | +31.7% |
| YTD | -8.8% | +2.5% | -11.3% | -13.6% |
| 1Y | -15.3% | +4.4% | -19.7% | -22.8% |
| 3Y | -21.2% | +27.4% | -48.6% | -52.2% |
| 5Y | -29.5% | +21.7% | -51.2% | -52.0% |
| All | +82.8% | +50.7% | +32.0% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling