+65.4%
PYPL vs WDAY
+153.3%
-87.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.0% |
| 7D | +2.2% | -4.0% | +6.2% | +4.0% |
| 30D | +8.1% | +1.9% | +6.2% | +6.9% |
| 3M | +1.9% | +5.9% | -4.0% | -2.9% |
| 6M | +33.1% | +48.8% | -15.7% | +5.0% |
| YTD | +3.8% | -11.4% | +15.2% | +4.1% |
| 1Y | -8.3% | -15.5% | +7.2% | -6.3% |
| 3Y | +11.9% | -15.6% | +27.5% | +8.4% |
| 5Y | -70.4% | -35.2% | -35.3% | -68.2% |
| 10Y | +47.2% | +123.9% | -76.7% | -7.9% |
| All | +65.4% | +153.3% | -87.9% | +0.6% |
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