-34.1%
WDAY vs PL
+20.8%
-54.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.4% | -14.0% | -4.6% |
| 7D | -2.5% | -6.8% | +4.3% | -2.0% |
| 30D | +4.7% | -29.3% | +34.0% | +8.0% |
| 3M | +13.3% | -44.8% | +58.1% | +19.5% |
| 6M | +57.3% | -68.4% | +125.7% | +72.6% |
| YTD | -10.2% | -36.4% | +26.2% | -11.9% |
| 1Y | -14.1% | +0.7% | -14.8% | -21.6% |
| 3Y | -11.7% | +455.3% | -467.0% | -44.7% |
| All | -34.1% | +20.8% | -54.9% | -51.9% |
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