+103.0%
WDAY vs PENG
+705.8%
-602.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.1% | +11.1% | +3.4% |
| 7D | -1.2% | -20.5% | +19.2% | +2.0% |
| 30D | +6.8% | -20.4% | +27.2% | +9.2% |
| 3M | +17.8% | -16.4% | +34.2% | +18.4% |
| 6M | +57.8% | +49.2% | +8.6% | +31.6% |
| YTD | -6.0% | +147.2% | -153.2% | -30.9% |
| 1Y | -13.5% | +124.7% | -138.2% | -35.3% |
| 3Y | -7.6% | +230.3% | -237.8% | -41.2% |
| 5Y | -30.5% | +71.4% | -101.9% | -52.2% |
| All | +103.0% | +705.8% | -602.8% | -1.7% |
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 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