-35.1%
WDAY vs PENG
+50.3%
-85.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -4.6% | -16.1% | +11.5% | -3.3% |
| 30D | +1.2% | -41.5% | +42.7% | +6.1% |
| 3M | +2.6% | -19.1% | +21.7% | +2.6% |
| 6M | +47.8% | +0.9% | +46.8% | +33.9% |
| YTD | -12.1% | +128.2% | -140.3% | -34.5% |
| 1Y | -17.1% | +98.6% | -115.7% | -36.5% |
| 3Y | -17.9% | +188.2% | -206.1% | -48.1% |
| 5Y | -35.1% | +55.5% | -90.6% | -58.2% |
| All | -35.1% | +50.3% | -85.4% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling