+144.0%
WDAY vs PEG
+171.2%
-27.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.7% |
| 7D | +1.8% | +4.5% | -2.7% | +0.6% |
| 30D | +4.1% | +7.5% | -3.5% | +2.0% |
| 3M | -4.8% | +0.8% | -5.7% | -5.2% |
| 6M | +68.6% | 0.0% | +68.6% | +67.7% |
| YTD | -8.5% | -3.0% | -5.5% | -9.0% |
| 1Y | -12.1% | -4.7% | -7.4% | -12.1% |
| 3Y | -13.2% | +36.5% | -49.7% | -26.3% |
| 5Y | -33.7% | +44.4% | -78.1% | -45.6% |
| All | +144.0% | +171.2% | -27.3% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling