+282.6%
WDAY vs PBR
+238.6%
+44.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -5.4% |
| 7D | -6.1% | +2.5% | -8.6% | -6.5% |
| 30D | +3.7% | +19.4% | -15.7% | +0.9% |
| 3M | +29.6% | +20.8% | +8.8% | +25.5% |
| 6M | +23.3% | +23.5% | -0.1% | +18.7% |
| YTD | -13.3% | +83.4% | -96.7% | -21.8% |
| 1Y | -19.6% | +77.6% | -97.2% | -27.3% |
| 3Y | -25.7% | +99.9% | -125.5% | -34.9% |
| 5Y | -31.6% | +567.7% | -599.3% | -52.4% |
| 10Y | +109.9% | +621.5% | -511.6% | +31.1% |
| All | +282.6% | +238.6% | +44.0% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling