-12.1%
WDAY vs PCAR
+11.3%
-23.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.1% |
| 7D | +1.8% | +4.9% | -3.1% | +2.8% |
| 30D | +4.1% | -1.4% | +5.5% | +3.6% |
| 3M | -4.8% | -18.1% | +13.3% | -10.1% |
| 6M | +68.6% | -4.0% | +72.6% | +70.9% |
| YTD | -8.5% | -1.5% | -7.1% | -12.6% |
| 1Y | -12.1% | +13.2% | -25.3% | -20.9% |
| All | -12.1% | +11.3% | -23.4% | -20.9% |
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