+291.5%
WDAY vs PHM
+861.3%
-569.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | -4.8% | -6.1% | +1.3% | -2.8% |
| 30D | +2.5% | +13.7% | -11.2% | -2.0% |
| 3M | +8.8% | -1.5% | +10.3% | +8.9% |
| 6M | +60.7% | +11.3% | +49.5% | +53.9% |
| YTD | -11.2% | +8.9% | -20.2% | -15.7% |
| 1Y | -15.6% | +6.1% | -21.7% | -19.3% |
| 3Y | -17.1% | +57.7% | -74.8% | -34.3% |
| 5Y | -35.7% | +159.0% | -194.6% | -58.6% |
| 10Y | +130.4% | +676.2% | -545.8% | -6.5% |
| All | +291.5% | +861.3% | -569.8% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling