+296.2%
WDAY vs PCAR
+529.4%
-233.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -2.9% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +4.7% | -4.6% | +9.3% | +6.6% |
| 3M | +13.3% | -22.6% | +35.9% | +25.0% |
| 6M | +57.3% | -12.0% | +69.3% | +63.6% |
| YTD | -10.2% | -6.1% | -4.1% | -10.6% |
| 1Y | -14.1% | +6.3% | -20.4% | -19.2% |
| 3Y | -11.7% | +31.8% | -43.5% | -27.1% |
| 5Y | -33.5% | +104.2% | -137.6% | -56.2% |
| 10Y | +133.1% | +302.9% | -169.9% | +2.9% |
| All | +296.2% | +529.4% | -233.2% | +75.4% |
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 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