+296.2%
WDAY vs PLD
+453.7%
-157.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.0% |
| 7D | -2.5% | -0.8% | -1.7% | -2.1% |
| 30D | +4.7% | -0.3% | +5.0% | +4.6% |
| 3M | +13.3% | -8.0% | +21.3% | +17.8% |
| 6M | +57.3% | -9.8% | +67.1% | +64.0% |
| YTD | -10.2% | +1.8% | -12.0% | -13.0% |
| 1Y | -14.1% | +5.6% | -19.7% | -18.5% |
| 3Y | -11.7% | +33.3% | -44.9% | -29.3% |
| 5Y | -33.5% | +0.3% | -33.7% | -38.4% |
| 10Y | +133.1% | +241.6% | -108.6% | +6.3% |
| All | +296.2% | +453.7% | -157.5% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling