+36.9%
PYPL vs WDAY
+109.7%
-72.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.6% | -0.9% |
| 7D | +1.7% | -6.1% | +7.8% | +4.9% |
| 30D | -9.7% | +3.7% | -13.4% | -12.8% |
| 3M | +29.2% | +29.6% | -0.4% | +10.0% |
| 6M | +13.9% | +23.3% | -9.5% | -2.7% |
| YTD | -8.1% | -13.3% | +5.2% | -6.2% |
| 1Y | -21.4% | -19.6% | -1.7% | -17.0% |
| 3Y | -11.8% | -25.7% | +13.9% | -8.5% |
| 5Y | -81.1% | -31.6% | -49.6% | -80.2% |
| 10Y | +36.9% | +109.9% | -73.0% | -12.5% |
| All | +36.9% | +109.7% | -72.7% | -12.5% |
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