+302.1%
WDAY vs PH
+1,424.4%
-1,122.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -4.4% | -3.1% | -1.3% | -3.2% |
| 30D | +14.7% | -3.2% | +18.0% | +15.8% |
| 3M | +32.4% | +10.6% | +21.8% | +25.4% |
| 6M | +36.9% | -2.1% | +39.0% | +34.5% |
| YTD | -8.8% | +10.2% | -19.0% | -15.6% |
| 1Y | -15.3% | +28.2% | -43.5% | -27.2% |
| 3Y | -21.2% | +134.9% | -156.1% | -50.5% |
| 5Y | -29.5% | +253.6% | -283.1% | -64.3% |
| 10Y | +120.0% | +804.7% | -684.7% | -38.0% |
| All | +302.1% | +1,424.4% | -1,122.3% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling