-31.6%
WDAY vs PBF
+735.5%
-767.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.1% | -5.1% |
| 7D | -6.1% | +2.4% | -8.5% | -6.3% |
| 30D | +3.7% | +24.9% | -21.2% | +2.0% |
| 3M | +29.6% | +81.9% | -52.3% | +23.4% |
| 6M | +23.3% | +79.4% | -56.0% | +17.2% |
| YTD | -13.3% | +188.3% | -201.6% | -20.5% |
| 1Y | -19.6% | +177.3% | -196.9% | -26.4% |
| 3Y | -25.7% | +56.0% | -81.7% | -31.6% |
| 5Y | -31.6% | +804.0% | -835.6% | -42.7% |
| All | -31.6% | +735.5% | -767.1% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling