-31.1%
WDAY vs PEG
+33.9%
-65.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -7.4% | -0.1% | -7.3% | -7.4% |
| 30D | +1.0% | -1.7% | +2.8% | +1.2% |
| 3M | +32.7% | -6.8% | +39.5% | +33.8% |
| 6M | +25.6% | -11.4% | +37.0% | +27.5% |
| YTD | -13.4% | -7.2% | -6.1% | -13.2% |
| 1Y | -19.4% | -6.1% | -13.2% | -19.6% |
| 3Y | -25.8% | +31.8% | -57.5% | -36.5% |
| 5Y | -31.1% | +35.6% | -66.7% | -44.4% |
| All | -31.1% | +33.9% | -65.0% | -44.4% |
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