-30.4%
WDAY vs PCOR
-22.6%
-7.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +19.7% | -17.7% | -7.1% |
| 7D | -1.2% | +21.8% | -23.1% | -10.7% |
| 30D | +6.8% | +39.5% | -32.7% | -9.4% |
| 3M | +17.8% | +35.2% | -17.4% | +1.6% |
| 6M | +57.8% | +21.7% | +36.1% | +41.2% |
| YTD | -6.0% | +3.9% | -10.0% | -10.6% |
| 1Y | -13.5% | +6.9% | -20.5% | -19.1% |
| 3Y | -7.6% | +44.8% | -52.4% | -28.8% |
| All | -30.4% | -22.6% | -7.8% | -39.2% |
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 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