+45.7%
WDAY vs PDD
+210.2%
-164.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.5% |
| 7D | -4.4% | -4.1% | -0.3% | -3.8% |
| 30D | +14.7% | -9.6% | +24.3% | +16.3% |
| 3M | +32.4% | -4.3% | +36.6% | +33.1% |
| 6M | +36.9% | -18.8% | +55.6% | +40.4% |
| YTD | -8.8% | -27.5% | +18.7% | -4.9% |
| 1Y | -15.3% | -33.6% | +18.3% | -10.6% |
| 3Y | -21.2% | -20.4% | -0.8% | -22.6% |
| 5Y | -29.5% | -19.6% | -9.9% | -36.4% |
| All | +45.7% | +210.2% | -164.6% | -7.6% |
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