+91.3%
WDAY vs PENG
+661.7%
-570.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.3% | -10.6% | -2.8% |
| 7D | -4.0% | -3.8% | -0.2% | -4.4% |
| 30D | +1.9% | -40.1% | +42.0% | +8.7% |
| 3M | +5.9% | -21.8% | +27.7% | +6.7% |
| 6M | +48.8% | +3.3% | +45.5% | +33.6% |
| YTD | -11.4% | +133.6% | -145.1% | -34.8% |
| 1Y | -15.5% | +110.7% | -126.2% | -36.6% |
| 3Y | -15.6% | +204.3% | -219.9% | -45.9% |
| 5Y | -35.2% | +54.4% | -89.6% | -54.9% |
| All | +91.3% | +661.7% | -570.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling