+117.3%
WDAY vs PLD
+236.1%
-118.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -5.0% |
| 7D | -4.4% | -2.4% | -2.0% | -3.2% |
| 30D | +14.7% | -2.4% | +17.2% | +16.1% |
| 3M | +32.4% | -3.8% | +36.2% | +34.4% |
| 6M | +36.9% | 0.0% | +36.9% | +35.3% |
| YTD | -8.8% | +9.2% | -18.1% | -14.3% |
| 1Y | -15.3% | +25.9% | -41.2% | -26.3% |
| 3Y | -21.2% | +21.3% | -42.5% | -32.6% |
| 5Y | -29.5% | +14.1% | -43.6% | -38.6% |
| All | +117.3% | +236.1% | -118.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 10y: compounded portfolio wealth divided by compounded PLD 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…
10y analysis · Full analysis span regression · 6 months rolling