-7.6%
WDAY vs PL
+459.7%
-467.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.4% | +8.3% | +2.3% |
| 7D | -1.2% | -11.7% | +10.5% | -0.6% |
| 30D | +6.8% | -27.1% | +33.9% | +8.4% |
| 3M | +17.8% | -44.6% | +62.4% | +21.2% |
| 6M | +57.8% | -67.2% | +125.0% | +65.5% |
| YTD | -6.0% | -35.9% | +29.8% | -8.1% |
| 1Y | -13.5% | -0.4% | -13.2% | -19.4% |
| All | -7.6% | +459.7% | -467.3% | -30.6% |
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