-17.9%
WDAY vs PCAR
+36.3%
-54.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.6% | +3.5% | -8.0% | -5.0% |
| 30D | +1.2% | -2.3% | +3.5% | +1.5% |
| 3M | +2.6% | -19.3% | +21.9% | +5.4% |
| 6M | +47.8% | -7.1% | +54.9% | +48.9% |
| YTD | -12.1% | -2.8% | -9.3% | -13.9% |
| 1Y | -17.1% | +9.3% | -26.4% | -22.0% |
| 3Y | -17.9% | +33.5% | -51.4% | -34.4% |
| All | -17.9% | +36.3% | -54.1% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling