-35.7%
WDAY vs PHM
+160.8%
-196.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | -4.8% | -6.1% | +1.3% | -2.9% |
| 30D | +2.5% | +13.7% | -11.2% | -1.9% |
| 3M | +8.8% | -1.5% | +10.3% | +8.9% |
| 6M | +60.7% | +11.3% | +49.5% | +54.2% |
| YTD | -11.2% | +8.9% | -20.2% | -15.8% |
| 1Y | -15.6% | +6.1% | -21.7% | -19.4% |
| 3Y | -17.1% | +57.7% | -74.8% | -39.1% |
| 5Y | -35.7% | +159.0% | -194.6% | -67.7% |
| All | -35.7% | +160.8% | -196.5% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling