+61.9%
PYPL vs WDAY
+151.5%
-89.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +1.0% | -4.6% | +5.6% | +3.1% |
| 30D | +5.9% | +1.2% | +4.6% | +5.0% |
| 3M | -0.2% | +2.6% | -2.8% | -3.5% |
| 6M | +30.3% | +47.8% | -17.5% | +3.2% |
| YTD | +1.6% | -12.1% | +13.6% | +2.2% |
| 1Y | -10.3% | -17.1% | +6.9% | -7.4% |
| 3Y | +8.5% | -17.9% | +26.4% | +6.7% |
| 5Y | -71.0% | -35.1% | -35.9% | -68.8% |
| 10Y | +46.9% | +130.1% | -83.2% | -8.7% |
| All | +61.9% | +151.5% | -89.6% | -1.2% |
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