+1,677.1%
PLTR vs WDAY
-14.3%
+1,691.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -3.8% | -4.6% | +0.8% | -1.1% |
| 30D | -19.2% | +1.2% | -20.5% | -20.4% |
| 3M | -3.7% | +2.6% | -6.2% | -7.4% |
| 6M | +22.5% | +47.8% | -25.3% | -8.5% |
| YTD | -5.0% | -12.1% | +7.0% | -2.2% |
| 1Y | -12.8% | -17.1% | +4.3% | -7.0% |
| 3Y | +758.3% | -17.9% | +776.1% | +739.5% |
| 5Y | +649.6% | -35.1% | +684.7% | +762.8% |
| All | +1,677.1% | -14.3% | +1,691.4% | +1,729.7% |
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