+302.1%
WDAY vs PCAR
+669.6%
-367.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.4% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | +14.7% | -6.2% | +21.0% | +17.6% |
| 3M | +32.4% | +5.9% | +26.5% | +28.6% |
| 6M | +36.9% | +0.4% | +36.5% | +34.4% |
| YTD | -8.8% | +14.8% | -23.7% | -16.1% |
| 1Y | -15.3% | +30.1% | -45.4% | -26.5% |
| 3Y | -21.2% | +66.7% | -87.9% | -40.8% |
| 5Y | -29.5% | +166.1% | -195.6% | -58.4% |
| 10Y | +120.0% | +353.7% | -233.6% | -6.2% |
| All | +302.1% | +669.6% | -367.5% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling