-25.7%
WDAY vs PHM
+52.3%
-77.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.3% | -4.4% |
| 7D | -6.1% | -2.5% | -3.6% | -5.8% |
| 30D | +3.7% | -9.7% | +13.4% | +5.1% |
| 3M | +29.6% | +2.2% | +27.4% | +29.6% |
| 6M | +23.3% | -5.7% | +29.0% | +24.4% |
| YTD | -13.3% | +2.8% | -16.1% | -14.1% |
| 1Y | -19.6% | -14.4% | -5.2% | -18.0% |
| 3Y | -25.7% | +52.2% | -77.9% | -38.0% |
| All | -25.7% | +52.3% | -77.9% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling