+1,692.6%
PLTR vs WDAY
-15.5%
+1,708.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.5% | +0.8% |
| 7D | -5.3% | -6.1% | +0.8% | -1.5% |
| 30D | -1.0% | +3.7% | -4.7% | -4.5% |
| 3M | +24.8% | +29.6% | -4.8% | +3.1% |
| 6M | +8.4% | +23.3% | -15.0% | -8.8% |
| YTD | -4.2% | -13.3% | +9.1% | +0.5% |
| 1Y | +9.1% | -19.6% | +28.7% | +18.8% |
| 3Y | +1,025.6% | -25.7% | +1,051.3% | +1,102.0% |
| 5Y | +565.8% | -31.6% | +597.3% | +650.3% |
| All | +1,692.6% | -15.5% | +1,708.2% | +1,781.4% |
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