+130.1%
WDAY vs PH
+737.8%
-607.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -4.6% | +2.1% | -6.7% | -5.5% |
| 30D | +1.2% | +0.3% | +1.0% | +0.6% |
| 3M | +2.6% | -8.8% | +11.4% | +5.2% |
| 6M | +47.8% | +10.0% | +37.7% | +39.4% |
| YTD | -12.1% | +10.5% | -22.5% | -18.8% |
| 1Y | -17.1% | +15.5% | -32.7% | -25.0% |
| 3Y | -17.9% | +136.4% | -154.2% | -47.6% |
| 5Y | -35.1% | +213.6% | -248.7% | -64.5% |
| 10Y | +130.1% | +713.9% | -583.8% | -29.7% |
| All | +130.1% | +737.8% | -607.7% | -29.7% |
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