+3.7%
PEP vs WDAY
-14.6%
+18.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.7% |
| 7D | +7.4% | -1.2% | +8.6% | +7.4% |
| 30D | +13.3% | +6.8% | +6.5% | +13.0% |
| 3M | +3.5% | +17.8% | -14.4% | +2.9% |
| 6M | -5.9% | +57.8% | -63.7% | -7.0% |
| YTD | +2.3% | -6.0% | +8.3% | -2.7% |
| 1Y | +3.7% | -13.5% | +17.3% | -1.5% |
| All | +3.7% | -14.6% | +18.3% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling