+302.1%
WDAY vs PCG
-59.8%
+361.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.6% |
| 7D | -4.4% | -13.9% | +9.5% | -3.3% |
| 30D | +14.7% | -16.9% | +31.6% | +16.2% |
| 3M | +32.4% | -14.7% | +47.1% | +33.8% |
| 6M | +36.9% | -23.8% | +60.7% | +39.4% |
| YTD | -8.8% | -10.5% | +1.7% | -8.6% |
| 1Y | -15.3% | -5.1% | -10.2% | -15.6% |
| 3Y | -21.2% | -11.6% | -9.6% | -21.3% |
| 5Y | -29.5% | +59.0% | -88.5% | -33.1% |
| 10Y | +120.0% | -75.7% | +195.8% | +134.0% |
| All | +302.1% | -59.8% | +361.9% | +309.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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