-18.1%
WDAY vs PGR
-6.1%
-12.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | 0.0% |
| 7D | -5.2% | -0.6% | -4.5% | -4.9% |
| 30D | +5.9% | +4.9% | +1.0% | +4.0% |
| 3M | +42.3% | +7.6% | +34.6% | +40.8% |
| 6M | +34.7% | +8.3% | +26.5% | +33.1% |
| YTD | -13.5% | +1.7% | -15.3% | -13.8% |
| 1Y | -18.1% | -6.8% | -11.2% | -19.2% |
| All | -18.1% | -6.1% | -12.0% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling