-33.5%
WDAY vs PCOR
-11.9%
-21.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +1.8% | +3.0% | -1.2% | +0.4% |
| 30D | +4.1% | +38.7% | -34.6% | -11.5% |
| 3M | -4.8% | +24.9% | -29.7% | -15.3% |
| 6M | +68.6% | +68.8% | -0.1% | +31.5% |
| YTD | -8.5% | +6.7% | -15.2% | -14.0% |
| 1Y | -12.1% | +3.0% | -15.1% | -16.2% |
| 3Y | -13.2% | +48.6% | -61.8% | -33.9% |
| All | -33.5% | -11.9% | -21.7% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling