-21.9%
WDAY vs PBF
+57.2%
-79.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.3% |
| 7D | -4.4% | +4.3% | -8.7% | -4.7% |
| 30D | +14.7% | +22.0% | -7.2% | +12.8% |
| 3M | +32.4% | +74.5% | -42.1% | +25.0% |
| 6M | +36.9% | +67.7% | -30.8% | +29.1% |
| YTD | -8.8% | +179.2% | -188.0% | -18.2% |
| 1Y | -15.3% | +170.0% | -185.3% | -24.0% |
| All | -21.9% | +57.2% | -79.1% | -34.0% |
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 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