-15.8%
WDAY vs PCAR
+12.2%
-27.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.6% |
| 7D | -5.3% | +2.2% | -7.5% | -4.9% |
| 30D | +1.5% | +0.3% | +1.2% | +1.4% |
| 3M | +5.5% | -17.9% | +23.4% | -0.4% |
| 6M | +57.4% | -3.4% | +60.8% | +59.6% |
| YTD | -11.0% | -0.1% | -10.9% | -14.7% |
| 1Y | -15.8% | +13.4% | -29.2% | -24.1% |
| All | -15.8% | +12.2% | -27.9% | -24.1% |
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