+302.1%
WDAY vs PAAS
+206.3%
+95.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -5.2% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | +14.7% | +6.8% | +7.9% | +13.8% |
| 3M | +32.4% | -2.9% | +35.3% | +32.1% |
| 6M | +36.9% | -16.4% | +53.3% | +37.9% |
| YTD | -8.8% | 0.0% | -8.9% | -10.4% |
| 1Y | -15.3% | +54.3% | -69.6% | -21.0% |
| 3Y | -21.2% | +230.7% | -251.9% | -34.0% |
| 5Y | -29.5% | +111.6% | -141.1% | -39.2% |
| 10Y | +120.0% | +211.7% | -91.7% | +82.4% |
| All | +302.1% | +206.3% | +95.8% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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