-18.3%
WDAY vs PCOR
-8.1%
-10.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -4.8% | +2.2% | -6.9% | -5.7% |
| 30D | +2.5% | +37.4% | -35.0% | -11.8% |
| 3M | +8.8% | +33.2% | -24.4% | -5.1% |
| 6M | +60.7% | +60.6% | +0.1% | +29.5% |
| YTD | -11.2% | +6.2% | -17.4% | -16.1% |
| 1Y | -15.6% | -1.1% | -14.5% | -18.1% |
| 3Y | -17.1% | +48.4% | -65.5% | -35.5% |
| 5Y | -35.7% | -13.1% | -22.6% | -45.8% |
| All | -18.3% | -8.1% | -10.3% | -31.2% |
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