+115.5%
PFE vs WDAY
+307.5%
-192.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | +12.7% | +32.4% | -19.7% | +8.8% |
| 6M | +10.5% | +36.9% | -26.3% | +5.8% |
| YTD | +20.2% | -8.8% | +29.0% | +20.1% |
| 1Y | +24.1% | -15.3% | +39.4% | +24.7% |
| 3Y | -3.6% | -21.2% | +17.6% | -3.4% |
| 5Y | -20.9% | -29.5% | +8.6% | -21.2% |
| 10Y | +35.8% | +120.0% | -84.2% | +15.4% |
| All | +115.5% | +307.5% | -192.0% | +78.2% |
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