-18.3%
WDAY vs PBF
+167.4%
-185.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | -10.5% | +2.3% | -12.9% | -10.7% |
| 30D | +2.1% | +11.6% | -9.5% | +1.3% |
| 3M | +34.6% | +81.7% | -47.1% | +28.3% |
| 6M | +29.9% | +96.4% | -66.5% | +23.1% |
| YTD | -13.8% | +189.5% | -203.3% | -19.2% |
| 1Y | -18.3% | +180.7% | -199.0% | -22.0% |
| All | -18.3% | +167.4% | -185.6% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling