+51.4%
PYPL vs WDAY
+160.7%
-109.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.4% | +2.3% | -0.6% |
| 7D | +2.7% | -4.4% | +7.0% | +4.8% |
| 30D | -4.9% | +14.7% | -19.6% | -12.3% |
| 3M | +28.9% | +32.4% | -3.5% | +9.6% |
| 6M | +18.2% | +36.9% | -18.6% | -3.2% |
| YTD | -5.0% | -8.8% | +3.8% | -5.5% |
| 1Y | -18.8% | -15.3% | -3.5% | -16.7% |
| 3Y | -12.6% | -21.2% | +8.6% | -11.8% |
| 5Y | -80.8% | -29.5% | -51.3% | -80.1% |
| 10Y | +49.9% | +120.0% | -70.1% | -5.5% |
| All | +51.4% | +160.7% | -109.3% | -8.6% |
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