+123.9%
WDAY vs PCAR
+326.7%
-202.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -2.7% |
| 7D | -4.0% | +2.9% | -6.9% | -5.0% |
| 30D | +1.9% | -2.1% | +4.1% | +2.6% |
| 3M | +5.9% | -20.4% | +26.2% | +14.4% |
| 6M | +48.8% | -7.0% | +55.8% | +51.2% |
| YTD | -11.4% | -2.6% | -8.8% | -13.1% |
| 1Y | -15.5% | +9.8% | -25.3% | -21.2% |
| 3Y | -15.6% | +37.3% | -52.9% | -30.7% |
| 5Y | -35.2% | +116.4% | -151.6% | -57.4% |
| 10Y | +123.9% | +293.0% | -169.1% | +13.5% |
| All | +123.9% | +326.7% | -202.8% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling