-21.8%
WDAY vs PH
+142.4%
-164.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | -4.4% | -3.1% | -1.3% | -4.1% |
| 30D | +14.7% | -3.2% | +18.0% | +14.9% |
| 3M | +32.4% | +10.6% | +21.8% | +29.5% |
| 6M | +36.9% | -2.1% | +39.0% | +37.1% |
| YTD | -8.8% | +10.2% | -19.0% | -12.5% |
| 1Y | -15.3% | +28.2% | -43.5% | -23.2% |
| All | -21.8% | +142.4% | -164.2% | -43.6% |
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