-30.8%
WDAY vs PBR
+558.3%
-589.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | -10.5% | +4.2% | -14.8% | -10.8% |
| 30D | +2.1% | +22.7% | -20.6% | +0.7% |
| 3M | +34.6% | +21.5% | +13.1% | +32.6% |
| 6M | +29.9% | +24.0% | +5.9% | +27.6% |
| YTD | -13.8% | +88.2% | -102.1% | -18.7% |
| 1Y | -18.3% | +74.8% | -93.1% | -22.4% |
| 3Y | -26.2% | +105.1% | -131.3% | -31.7% |
| 5Y | -30.8% | +572.2% | -603.1% | -43.9% |
| All | -30.8% | +558.3% | -589.2% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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