-25.7%
WDAY vs PEG
+34.5%
-60.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.7% |
| 7D | -6.1% | +1.0% | -7.1% | -5.9% |
| 30D | +3.7% | -1.9% | +5.6% | +3.4% |
| 3M | +29.6% | -3.7% | +33.2% | +29.0% |
| 6M | +23.3% | -9.4% | +32.8% | +22.5% |
| YTD | -13.3% | -6.0% | -7.3% | -13.9% |
| 1Y | -19.6% | -4.4% | -15.3% | -20.3% |
| 3Y | -25.7% | +33.5% | -59.2% | -27.7% |
| All | -25.7% | +34.5% | -60.1% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling