+144.0%
WDAY vs PBF
+260.7%
-116.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.6% | +3.0% |
| 7D | +1.8% | +6.5% | -4.6% | +1.2% |
| 30D | +4.1% | -20.0% | +24.1% | +6.1% |
| 3M | -4.8% | -3.3% | -1.5% | -5.1% |
| 6M | +68.6% | +76.8% | -8.2% | +57.5% |
| YTD | -8.5% | +168.9% | -177.5% | -18.9% |
| 1Y | -12.1% | +96.4% | -108.5% | -19.6% |
| 3Y | -13.2% | +77.2% | -90.4% | -22.1% |
| 5Y | -33.7% | +417.7% | -451.5% | -49.1% |
| All | +144.0% | +260.7% | -116.8% | +86.5% |
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