+35.6%
PFE vs WDAY
-14.6%
+50.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.7% | +2.5% |
| 7D | +4.6% | -1.2% | +5.8% | +4.6% |
| 30D | +12.3% | +6.8% | +5.5% | +11.8% |
| 3M | +21.2% | +17.8% | +3.3% | +19.8% |
| 6M | +21.1% | +57.8% | -36.7% | +18.0% |
| YTD | +30.0% | -6.0% | +36.1% | +30.5% |
| 1Y | +35.6% | -13.5% | +49.1% | +37.0% |
| All | +35.6% | -14.6% | +50.2% | +37.0% |
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