-15.6%
WDAY vs PL
+10.1%
-25.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.4% |
| 7D | -4.8% | +22.3% | -27.0% | -4.1% |
| 30D | +2.5% | -8.3% | +10.8% | +2.5% |
| 3M | +8.8% | -43.3% | +52.0% | +7.4% |
| 6M | +60.7% | -65.8% | +126.5% | +58.0% |
| YTD | -11.2% | -29.5% | +18.3% | -16.3% |
| 1Y | -15.6% | +11.7% | -27.4% | -22.4% |
| All | -15.6% | +10.1% | -25.7% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling