-15.6%
WDAY vs PENG
+191.6%
-207.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.3% | -10.6% | -1.5% |
| 7D | -4.0% | -3.8% | -0.2% | -4.0% |
| 30D | +1.9% | -40.1% | +42.0% | +2.8% |
| 3M | +5.9% | -21.8% | +27.7% | +5.9% |
| 6M | +48.8% | +3.3% | +45.5% | +39.8% |
| YTD | -11.4% | +133.6% | -145.1% | -27.2% |
| 1Y | -15.5% | +110.7% | -126.2% | -29.6% |
| 3Y | -15.6% | +204.3% | -219.9% | -38.9% |
| All | -15.6% | +191.6% | -207.3% | -38.9% |
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