-76.8%
PATH vs WDAY
-31.4%
-45.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.0% |
| 7D | -5.6% | +2.4% | -8.0% | -7.4% |
| 30D | -0.7% | +7.3% | -8.0% | -6.4% |
| 3M | -5.9% | +17.3% | -23.2% | -18.5% |
| 6M | +21.6% | +55.3% | -33.7% | -18.8% |
| YTD | -20.6% | -6.8% | -13.8% | -17.8% |
| 1Y | -10.6% | -13.8% | +3.2% | -1.2% |
| 3Y | -24.9% | -8.4% | -16.5% | -28.5% |
| 5Y | -76.8% | -31.0% | -45.9% | -69.6% |
| All | -76.8% | -31.4% | -45.4% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling