+1.5%
WDAY vs PINS
-19.5%
+21.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -4.8% | -3.4% | -1.4% | -3.8% |
| 30D | +2.5% | -14.5% | +17.0% | +7.1% |
| 3M | +8.8% | -16.5% | +25.3% | +14.0% |
| 6M | +60.7% | -7.0% | +67.7% | +63.1% |
| YTD | -11.2% | -26.1% | +14.9% | -4.7% |
| 1Y | -15.6% | -30.0% | +14.4% | -8.1% |
| 3Y | -17.1% | -38.5% | +21.3% | -12.1% |
| 5Y | -35.7% | -58.4% | +22.7% | -30.2% |
| All | +1.5% | -19.5% | +21.0% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 10y: compounded portfolio wealth divided by compounded PINS 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…
10y analysis · Full analysis span regression · 6 months rolling