-13.2%
WDAY vs PCAR
+35.4%
-48.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.0% |
| 7D | +1.8% | +4.9% | -3.1% | +1.1% |
| 30D | +4.1% | -1.4% | +5.5% | +4.2% |
| 3M | -4.8% | -18.1% | +13.3% | -2.4% |
| 6M | +68.6% | -4.0% | +72.6% | +69.0% |
| YTD | -8.5% | -1.5% | -7.1% | -10.7% |
| 1Y | -12.1% | +13.2% | -25.3% | -17.9% |
| 3Y | -13.2% | +35.8% | -49.0% | -30.0% |
| All | -13.2% | +35.4% | -48.6% | -30.0% |
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