+49.6%
PFE vs WDAY
+127.1%
-77.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -4.7% | -4.0% | -0.7% | -4.3% |
| 30D | +3.4% | +1.9% | +1.4% | +3.1% |
| 3M | +9.2% | +5.9% | +3.3% | +8.2% |
| 6M | +15.8% | +48.8% | -33.0% | +10.0% |
| YTD | +23.4% | -11.4% | +34.9% | +23.8% |
| 1Y | +25.8% | -15.5% | +41.3% | +26.7% |
| 3Y | +17.8% | -15.6% | +33.5% | +17.1% |
| 5Y | -20.2% | -35.2% | +15.0% | -19.7% |
| 10Y | +49.6% | +123.9% | -74.3% | +29.7% |
| All | +49.6% | +127.1% | -77.5% | +29.7% |
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 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