-35.2%
WDAY vs PL
+37.0%
-72.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.5% | -15.9% | -2.8% |
| 7D | -4.0% | +10.9% | -14.9% | -5.2% |
| 30D | +1.9% | -16.4% | +18.3% | +3.3% |
| 3M | +5.9% | -39.9% | +45.8% | +10.6% |
| 6M | +48.8% | -63.2% | +112.0% | +61.1% |
| YTD | -11.4% | -27.1% | +15.7% | -14.3% |
| 1Y | -15.5% | +12.2% | -27.7% | -23.7% |
| 3Y | -15.6% | +584.3% | -599.9% | -48.7% |
| 5Y | -35.2% | +37.0% | -72.2% | -53.4% |
| All | -35.2% | +37.0% | -72.2% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling