-80.4%
PATH vs WDAY
-19.2%
-61.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.3% |
| 7D | -4.8% | -1.2% | -3.6% | -3.8% |
| 30D | +2.7% | +6.8% | -4.2% | -2.9% |
| 3M | -4.2% | +17.8% | -22.0% | -17.3% |
| 6M | +24.7% | +57.8% | -33.1% | -17.7% |
| YTD | -17.6% | -6.0% | -11.5% | -15.3% |
| 1Y | -5.3% | -13.5% | +8.2% | +4.2% |
| 3Y | -22.0% | -7.6% | -14.4% | -25.9% |
| 5Y | -76.5% | -30.5% | -46.0% | -71.2% |
| All | -80.4% | -19.2% | -61.3% | -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 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