-11.7%
WDAY vs PCOR
+43.8%
-55.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.5% |
| 7D | -2.5% | +22.7% | -25.2% | -12.2% |
| 30D | +4.7% | +37.5% | -32.8% | -10.7% |
| 3M | +13.3% | +35.2% | -21.9% | -2.4% |
| 6M | +57.3% | +42.2% | +15.1% | +31.4% |
| YTD | -10.2% | +3.6% | -13.7% | -16.9% |
| 1Y | -14.1% | -4.8% | -9.3% | -18.4% |
| 3Y | -11.7% | +48.3% | -60.0% | -26.5% |
| All | -11.7% | +43.8% | -55.5% | -26.5% |
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