-15.6%
WDAY vs PBF
+74.2%
-89.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -1.7% |
| 7D | -4.0% | -7.4% | +3.4% | -3.5% |
| 30D | +1.9% | -17.5% | +19.4% | +3.4% |
| 3M | +5.9% | +13.1% | -7.2% | +4.1% |
| 6M | +48.8% | +72.6% | -23.8% | +39.5% |
| YTD | -11.4% | +161.2% | -172.6% | -20.9% |
| 1Y | -15.5% | +93.3% | -108.9% | -22.1% |
| 3Y | -15.6% | +80.7% | -96.3% | -24.6% |
| All | -15.6% | +74.2% | -89.8% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling