+113.3%
WDAY vs PBF
+351.3%
-238.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -7.4% | +1.4% | -8.7% | -7.5% |
| 30D | +1.0% | +15.8% | -14.8% | -0.5% |
| 3M | +32.7% | +90.3% | -57.6% | +23.7% |
| 6M | +25.6% | +102.8% | -77.2% | +15.9% |
| YTD | -13.4% | +187.3% | -200.7% | -23.2% |
| 1Y | -19.4% | +161.8% | -181.2% | -28.2% |
| 3Y | -25.8% | +55.5% | -81.2% | -32.1% |
| 5Y | -31.1% | +801.9% | -833.0% | -50.1% |
| 10Y | +113.3% | +362.2% | -248.9% | +59.6% |
| All | +113.3% | +351.3% | -238.0% | +59.6% |
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