-13.5%
WDAY vs PHM
+16.2%
-29.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.2% | +1.6% |
| 7D | -1.2% | +13.6% | -14.8% | -1.8% |
| 30D | +6.8% | +19.3% | -12.5% | +5.8% |
| 3M | +17.8% | +3.5% | +14.4% | +16.7% |
| 6M | +57.8% | +18.6% | +39.2% | +60.4% |
| YTD | -6.0% | +16.7% | -22.7% | -6.5% |
| 1Y | -13.5% | +14.6% | -28.2% | -14.9% |
| All | -13.5% | +16.2% | -29.7% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling