-13.5%
WDAY vs PCAR
+12.4%
-26.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.1% | +2.7% |
| 7D | -1.2% | +3.7% | -4.9% | -0.6% |
| 30D | +6.8% | -2.9% | +9.7% | +6.0% |
| 3M | +17.8% | -21.7% | +39.6% | +10.6% |
| 6M | +57.8% | -6.6% | +64.5% | +58.6% |
| YTD | -6.0% | -2.2% | -3.8% | -10.3% |
| 1Y | -13.5% | +12.2% | -25.8% | -23.4% |
| All | -13.5% | +12.4% | -26.0% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling