-20.8%
WDAY vs PENG
+101.4%
-122.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.4% | -11.8% | -5.6% |
| 7D | -4.4% | +4.5% | -8.9% | -4.5% |
| 30D | +14.7% | -7.1% | +21.8% | +14.9% |
| 3M | +32.4% | -27.3% | +59.6% | +33.3% |
| 6M | +36.9% | +169.6% | -132.7% | +17.2% |
| YTD | -8.8% | +164.6% | -173.5% | -22.1% |
| 1Y | -15.3% | +109.5% | -124.8% | -25.9% |
| All | -20.8% | +101.4% | -122.2% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling