+11.9%
PYPL vs WDAY
-14.8%
+26.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +2.2% | -4.0% | +6.2% | +3.2% |
| 30D | +8.1% | +1.9% | +6.2% | +7.4% |
| 3M | +1.9% | +5.9% | -4.0% | -0.8% |
| 6M | +33.1% | +48.8% | -15.7% | +15.6% |
| YTD | +3.8% | -11.4% | +15.2% | +6.5% |
| 1Y | -8.3% | -15.5% | +7.2% | -4.7% |
| 3Y | +11.9% | -15.6% | +27.5% | +19.4% |
| All | +11.9% | -14.8% | +26.7% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling