-20.8%
WDAY vs PL
+454.1%
-474.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.3% |
| 7D | -4.4% | -9.3% | +4.9% | -3.9% |
| 30D | +14.7% | -18.9% | +33.7% | +15.9% |
| 3M | +32.4% | -58.4% | +90.7% | +38.5% |
| 6M | +36.9% | -30.3% | +67.2% | +35.6% |
| YTD | -8.8% | -8.1% | -0.7% | -12.3% |
| 1Y | -15.3% | +180.5% | -195.8% | -27.7% |
| All | -20.8% | +454.1% | -474.9% | -45.2% |
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 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