+35.6%
PFE vs WDAY
+117.6%
-82.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.1% | -0.7% |
| 7D | +1.8% | -4.4% | +6.1% | +2.2% |
| 30D | +10.2% | +14.7% | -4.5% | +8.3% |
| 3M | +12.7% | +32.4% | -19.7% | +8.7% |
| 6M | +10.5% | +36.9% | -26.3% | +5.7% |
| YTD | +20.2% | -8.8% | +29.0% | +20.2% |
| 1Y | +24.1% | -15.3% | +39.4% | +24.9% |
| 3Y | -3.6% | -21.2% | +17.6% | -3.3% |
| 5Y | -20.9% | -29.5% | +8.6% | -21.2% |
| All | +35.6% | +117.6% | -82.0% | +18.7% |
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