+76.6%
PEP vs WDAY
+109.7%
-33.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.1% |
| 7D | +0.1% | -6.1% | +6.2% | +0.8% |
| 30D | +0.7% | +3.7% | -3.0% | 0.0% |
| 3M | -0.5% | +29.6% | -30.1% | -4.0% |
| 6M | -11.3% | +23.3% | -34.6% | -14.3% |
| YTD | -0.6% | -13.3% | +12.7% | 0.0% |
| 1Y | +1.7% | -19.6% | +21.3% | +3.0% |
| 3Y | -12.5% | -25.7% | +13.2% | -11.9% |
| 5Y | +3.9% | -31.6% | +35.5% | +3.8% |
| 10Y | +76.6% | +109.9% | -33.4% | +53.3% |
| All | +76.6% | +109.7% | -33.1% | +53.3% |
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