+113.3%
WDAY vs PH
+795.7%
-682.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | +1.0% | -10.3% | +11.3% | +5.0% |
| 3M | +32.7% | +5.1% | +27.6% | +28.7% |
| 6M | +25.6% | +2.3% | +23.3% | +21.4% |
| YTD | -13.4% | +8.7% | -22.1% | -19.0% |
| 1Y | -19.4% | +26.8% | -46.1% | -29.9% |
| 3Y | -25.8% | +139.2% | -165.0% | -52.8% |
| 5Y | -31.1% | +251.1% | -282.2% | -63.9% |
| 10Y | +113.3% | +812.6% | -699.3% | -35.4% |
| All | +113.3% | +795.7% | -682.4% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling