-16.1%
WDAY vs PCOR
-30.9%
+14.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.3% | -1.1% | -3.5% |
| 7D | -4.4% | -9.0% | +4.6% | -0.2% |
| 30D | +14.7% | +4.2% | +10.6% | +13.1% |
| 3M | +32.4% | +14.4% | +18.0% | +25.1% |
| 6M | +36.9% | +0.2% | +36.7% | +36.2% |
| YTD | -8.8% | -20.3% | +11.4% | -1.0% |
| 1Y | -15.3% | -16.1% | +0.8% | -10.4% |
| 3Y | -21.2% | -14.7% | -6.5% | -22.1% |
| 5Y | -29.5% | -43.2% | +13.6% | -30.1% |
| All | -16.1% | -30.9% | +14.8% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling