+96.9%
WDAY vs PENG
+762.7%
-665.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.4% | -11.8% | -6.5% |
| 7D | -4.4% | +4.5% | -8.9% | -5.2% |
| 30D | +14.7% | -7.1% | +21.8% | +15.6% |
| 3M | +32.4% | -27.3% | +59.6% | +33.6% |
| 6M | +36.9% | +169.6% | -132.7% | +2.0% |
| YTD | -8.8% | +164.6% | -173.5% | -32.3% |
| 1Y | -15.3% | +109.5% | -124.8% | -34.6% |
| 3Y | -21.2% | +98.9% | -120.1% | -44.3% |
| 5Y | -29.5% | +116.3% | -145.8% | -53.0% |
| All | +96.9% | +762.7% | -665.7% | -3.8% |
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