+130.1%
WDAY vs PBF
+231.7%
-101.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.2% |
| 7D | -4.6% | -15.3% | +10.7% | -3.1% |
| 30D | +1.2% | -21.8% | +23.0% | +3.4% |
| 3M | +2.6% | -0.2% | +2.8% | +2.0% |
| 6M | +47.8% | +63.6% | -15.8% | +39.1% |
| YTD | -12.1% | +147.5% | -159.6% | -21.4% |
| 1Y | -17.1% | +69.8% | -87.0% | -23.1% |
| 3Y | -17.9% | +65.3% | -83.2% | -25.8% |
| 5Y | -35.1% | +393.4% | -428.5% | -49.9% |
| 10Y | +130.1% | +240.3% | -110.2% | +76.0% |
| All | +130.1% | +231.7% | -101.6% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling