-31.6%
WDAY vs PINS
-63.8%
+32.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.5% |
| 7D | -6.1% | -5.2% | -0.9% | -4.5% |
| 30D | +3.7% | -14.9% | +18.6% | +9.0% |
| 3M | +29.6% | -8.4% | +38.0% | +33.2% |
| 6M | +23.3% | +0.6% | +22.7% | +23.2% |
| YTD | -13.3% | -22.2% | +8.9% | -7.7% |
| 1Y | -19.6% | -46.9% | +27.3% | -5.8% |
| 3Y | -25.7% | -26.9% | +1.2% | -26.0% |
| 5Y | -31.6% | -63.0% | +31.4% | -32.3% |
| All | -31.6% | -63.8% | +32.3% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling