-35.3%
WDAY vs PEG
+40.7%
-75.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -5.3% | +1.5% | -6.8% | -5.4% |
| 30D | +1.5% | +5.0% | -3.4% | +1.0% |
| 3M | +5.5% | -0.3% | +5.8% | +5.5% |
| 6M | +57.4% | -2.7% | +60.1% | +57.7% |
| YTD | -11.0% | -5.1% | -5.9% | -11.1% |
| 1Y | -15.8% | -8.3% | -7.5% | -15.2% |
| 3Y | -16.9% | +33.0% | -49.9% | -28.9% |
| 5Y | -35.3% | +41.3% | -76.5% | -48.0% |
| All | -35.3% | +40.7% | -75.9% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling