+43.5%
WDAY vs PDD
+213.3%
-169.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.5% |
| 7D | -2.5% | +5.6% | -8.1% | -3.3% |
| 30D | +4.7% | +5.8% | -1.1% | +3.8% |
| 3M | +13.3% | -8.6% | +21.9% | +14.6% |
| 6M | +57.3% | -18.8% | +76.1% | +61.7% |
| YTD | -10.2% | -26.8% | +16.6% | -6.6% |
| 1Y | -14.1% | -39.3% | +25.2% | -8.1% |
| 3Y | -11.7% | -22.5% | +10.8% | -12.8% |
| 5Y | -33.5% | -0.8% | -32.7% | -41.9% |
| All | +43.5% | +213.3% | -169.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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