-81.2%
PATH vs WDAY
-22.7%
-58.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.6% | +2.9% |
| 7D | -5.3% | -2.5% | -2.8% | -3.4% |
| 30D | -0.5% | +4.7% | -5.2% | -4.4% |
| 3M | -7.1% | +13.3% | -20.5% | -17.3% |
| 6M | +23.8% | +57.3% | -33.5% | -18.2% |
| YTD | -20.7% | -10.2% | -10.5% | -15.5% |
| 1Y | -8.1% | -14.1% | +6.0% | +1.5% |
| 3Y | -21.8% | -11.7% | -10.2% | -23.0% |
| 5Y | -76.8% | -33.5% | -43.4% | -70.5% |
| All | -81.2% | -22.7% | -58.4% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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