-18.1%
WDAY vs PEG
-8.5%
-9.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.2% |
| 7D | -5.2% | -0.9% | -4.3% | -5.7% |
| 30D | +5.9% | -3.7% | +9.7% | +3.2% |
| 3M | +42.3% | -7.3% | +49.5% | +35.8% |
| 6M | +34.7% | -10.5% | +45.2% | +27.7% |
| YTD | -13.5% | -7.5% | -6.0% | -17.1% |
| 1Y | -18.1% | -8.7% | -9.3% | -21.2% |
| All | -18.1% | -8.5% | -9.6% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling