-11.7%
WDAY vs PL
+455.3%
-467.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.4% | -14.0% | -4.1% |
| 7D | -2.5% | -6.8% | +4.3% | -2.2% |
| 30D | +4.7% | -29.3% | +34.0% | +6.4% |
| 3M | +13.3% | -44.8% | +58.1% | +16.5% |
| 6M | +57.3% | -68.4% | +125.7% | +65.4% |
| YTD | -10.2% | -36.4% | +26.2% | -12.2% |
| 1Y | -14.1% | +0.7% | -14.8% | -20.0% |
| 3Y | -11.7% | +455.3% | -467.0% | -33.7% |
| All | -11.7% | +455.3% | -467.0% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling