-15.6%
WDAY vs PCOR
+43.2%
-58.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.1% |
| 7D | -4.0% | +22.2% | -26.2% | -13.5% |
| 30D | +1.9% | +36.0% | -34.1% | -12.7% |
| 3M | +5.9% | +34.0% | -28.1% | -8.6% |
| 6M | +48.8% | +43.5% | +5.3% | +23.5% |
| YTD | -11.4% | +5.1% | -16.6% | -18.7% |
| 1Y | -15.5% | -3.9% | -11.6% | -20.2% |
| 3Y | -15.6% | +52.9% | -68.6% | -32.7% |
| All | -15.6% | +43.2% | -58.8% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling