+48.8%
PFE vs WDAY
+136.5%
-87.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.1% |
| 7D | -1.7% | +1.8% | -3.5% | -1.9% |
| 30D | +0.3% | +4.1% | -3.7% | -0.1% |
| 3M | +9.4% | -4.8% | +14.2% | +9.8% |
| 6M | +14.9% | +68.6% | -53.7% | +7.6% |
| YTD | +23.8% | -8.5% | +32.3% | +23.7% |
| 1Y | +19.5% | -12.1% | +31.6% | +19.9% |
| 3Y | +21.0% | -13.2% | +34.2% | +19.9% |
| 5Y | -23.9% | -33.7% | +9.9% | -23.6% |
| All | +48.8% | +136.5% | -87.7% | +27.3% |
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