-17.4%
WDAY vs PCOR
-10.3%
-7.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.5% |
| 7D | -2.5% | +22.7% | -25.2% | -11.8% |
| 30D | +4.7% | +37.5% | -32.8% | -10.0% |
| 3M | +13.3% | +35.2% | -21.9% | -1.7% |
| 6M | +57.3% | +42.2% | +15.1% | +33.4% |
| YTD | -10.2% | +3.6% | -13.7% | -14.2% |
| 1Y | -14.1% | -4.8% | -9.3% | -15.2% |
| 3Y | -11.7% | +48.3% | -60.0% | -31.3% |
| 5Y | -33.5% | -20.1% | -13.4% | -42.6% |
| All | -17.4% | -10.3% | -7.0% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling