+94.0%
WDAY vs PENG
+597.2%
-503.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +12.4% | -16.0% | -5.6% |
| 7D | -2.5% | -19.4% | +17.0% | -0.1% |
| 30D | +4.7% | -42.4% | +47.1% | +12.3% |
| 3M | +13.3% | -25.6% | +39.0% | +15.1% |
| 6M | +57.3% | +7.3% | +50.0% | +39.1% |
| YTD | -10.2% | +113.9% | -124.0% | -32.9% |
| 1Y | -14.1% | +93.6% | -107.6% | -34.7% |
| 3Y | -11.7% | +170.2% | -181.9% | -42.2% |
| 5Y | -33.5% | +44.2% | -77.7% | -53.2% |
| All | +94.0% | +597.2% | -503.1% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling