-24.2%
WDAY vs PL
+40.9%
-65.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.7% | +3.1% |
| 7D | +1.8% | +10.0% | -8.2% | +0.8% |
| 30D | +4.1% | -2.3% | +6.3% | +3.9% |
| 3M | -4.8% | -44.2% | +39.4% | +0.2% |
| 6M | +68.6% | -66.1% | +134.7% | +84.3% |
| YTD | -8.5% | -30.0% | +21.4% | -11.2% |
| 1Y | -12.1% | +21.0% | -33.1% | -21.6% |
| 3Y | -13.2% | +516.5% | -529.7% | -46.3% |
| 5Y | -33.7% | +32.0% | -65.8% | -53.6% |
| All | -24.2% | +40.9% | -65.1% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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