-18.5%
WDAY vs PCOR
-9.0%
-9.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.1% |
| 7D | -4.0% | +22.2% | -26.2% | -13.0% |
| 30D | +1.9% | +36.0% | -34.1% | -11.9% |
| 3M | +5.9% | +34.0% | -28.1% | -7.8% |
| 6M | +48.8% | +43.5% | +5.3% | +25.6% |
| YTD | -11.4% | +5.1% | -16.6% | -15.9% |
| 1Y | -15.5% | -3.9% | -11.6% | -17.0% |
| 3Y | -15.6% | +52.9% | -68.6% | -35.1% |
| 5Y | -35.2% | -18.7% | -16.5% | -44.5% |
| All | -18.5% | -9.0% | -9.5% | -31.1% |
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