+290.7%
WDAY vs PH
+1,414.9%
-1,124.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -3.0% |
| 7D | -4.0% | +3.0% | -7.0% | -5.3% |
| 30D | +1.9% | -0.6% | +2.6% | +1.6% |
| 3M | +5.9% | -10.7% | +16.6% | +9.7% |
| 6M | +48.8% | +9.1% | +39.7% | +40.2% |
| YTD | -11.4% | +9.5% | -20.9% | -18.4% |
| 1Y | -15.5% | +14.0% | -29.6% | -23.7% |
| 3Y | -15.6% | +138.9% | -154.5% | -47.7% |
| 5Y | -35.2% | +209.1% | -244.3% | -65.2% |
| 10Y | +123.9% | +737.3% | -613.4% | -34.6% |
| All | +290.7% | +1,414.9% | -1,124.3% | -2.2% |
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