+292.6%
WDAY vs PEG
+275.4%
+17.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -5.3% | +1.5% | -6.8% | -5.6% |
| 30D | +1.5% | +5.0% | -3.4% | +0.3% |
| 3M | +5.5% | -0.3% | +5.8% | +5.3% |
| 6M | +57.4% | -2.7% | +60.1% | +57.7% |
| YTD | -11.0% | -5.1% | -5.9% | -10.9% |
| 1Y | -15.8% | -8.3% | -7.5% | -14.9% |
| 3Y | -16.9% | +33.0% | -49.9% | -27.0% |
| 5Y | -35.3% | +41.3% | -76.5% | -44.7% |
| 10Y | +131.0% | +164.5% | -33.5% | +66.3% |
| All | +292.6% | +275.4% | +17.2% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling