-78.0%
PATH vs WDAY
-21.6%
-56.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -5.4% | -11.3% | -12.2% |
| 7D | -16.3% | -4.4% | -11.9% | -12.8% |
| 30D | +9.9% | +14.7% | -4.8% | -2.8% |
| 3M | +30.2% | +32.4% | -2.2% | +1.0% |
| 6M | +37.2% | +36.9% | +0.3% | +2.0% |
| YTD | -7.3% | -8.8% | +1.5% | -2.2% |
| 1Y | +40.0% | -15.3% | +55.3% | +56.6% |
| 3Y | -4.4% | -21.2% | +16.8% | +6.0% |
| 5Y | -76.0% | -29.5% | -46.5% | -70.8% |
| All | -78.0% | -21.6% | -56.4% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling