-31.1%
WDAY vs PHM
+152.6%
-183.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -7.4% | -3.9% | -3.5% | -6.2% |
| 30D | +1.0% | -8.6% | +9.6% | +4.0% |
| 3M | +32.7% | -2.9% | +35.6% | +33.8% |
| 6M | +25.6% | -5.7% | +31.3% | +26.8% |
| YTD | -13.4% | +1.9% | -15.2% | -15.7% |
| 1Y | -19.4% | -12.3% | -7.0% | -17.3% |
| 3Y | -25.8% | +50.8% | -76.5% | -44.4% |
| 5Y | -31.1% | +157.3% | -188.4% | -63.7% |
| All | -31.1% | +152.6% | -183.6% | -63.7% |
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