-35.1%
WDAY vs PCAR
+117.7%
-152.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.6% | +3.8% | -8.4% | -5.5% |
| 30D | +1.2% | -2.0% | +3.2% | +1.7% |
| 3M | +2.6% | -19.1% | +21.6% | +8.1% |
| 6M | +47.8% | -6.8% | +54.6% | +49.5% |
| YTD | -12.1% | -2.5% | -9.6% | -13.9% |
| 1Y | -17.1% | +9.7% | -26.8% | -22.5% |
| 3Y | -17.9% | +34.0% | -51.8% | -32.3% |
| 5Y | -35.1% | +113.3% | -148.4% | -58.8% |
| All | -35.1% | +117.7% | -152.8% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling