-15.6%
WDAY vs PH
+137.6%
-153.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.6% |
| 7D | -4.0% | +3.0% | -7.0% | -4.1% |
| 30D | +1.9% | -0.6% | +2.6% | +2.0% |
| 3M | +5.9% | -10.7% | +16.6% | +6.8% |
| 6M | +48.8% | +9.1% | +39.7% | +45.9% |
| YTD | -11.4% | +9.5% | -20.9% | -14.9% |
| 1Y | -15.5% | +14.0% | -29.6% | -20.0% |
| 3Y | -15.6% | +138.9% | -154.5% | -38.9% |
| All | -15.6% | +137.6% | -153.2% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling