+122.6%
PFE vs WDAY
+301.5%
-178.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.3% |
| 7D | -3.7% | -2.5% | -1.2% | -3.4% |
| 30D | +5.0% | +4.7% | +0.3% | +4.4% |
| 3M | +12.2% | +13.3% | -1.1% | +10.4% |
| 6M | +14.6% | +57.3% | -42.7% | +8.2% |
| YTD | +24.1% | -10.2% | +34.3% | +24.1% |
| 1Y | +26.6% | -14.1% | +40.6% | +27.1% |
| 3Y | +14.3% | -11.7% | +26.0% | +13.0% |
| 5Y | -21.9% | -33.5% | +11.6% | -21.8% |
| 10Y | +62.6% | +133.1% | -70.4% | +37.2% |
| All | +122.6% | +301.5% | -178.8% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling