+1,735.1%
PLTR vs WDAY
-11.2%
+1,746.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.4% | +0.9% | -1.1% |
| 7D | -6.4% | -4.4% | -2.1% | -3.8% |
| 30D | +10.0% | +14.7% | -4.7% | -0.3% |
| 3M | +23.0% | +32.4% | -9.3% | +0.4% |
| 6M | +13.8% | +36.9% | -23.1% | -10.5% |
| YTD | -1.9% | -8.8% | +6.9% | -0.2% |
| 1Y | +11.6% | -15.3% | +26.9% | +17.6% |
| 3Y | +1,048.4% | -21.2% | +1,069.6% | +1,080.3% |
| 5Y | +554.4% | -29.5% | +583.9% | +623.5% |
| All | +1,735.1% | -11.2% | +1,746.3% | +1,767.2% |
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