+302.1%
WDAY vs PLD
+494.2%
-192.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.2% |
| 3M | +32.4% | -3.8% | +36.2% | +34.5% |
| 6M | +36.9% | 0.0% | +36.9% | +35.2% |
| YTD | -8.8% | +9.2% | -18.1% | -14.5% |
| 1Y | -15.3% | +25.9% | -41.2% | -26.7% |
| 3Y | -21.2% | +21.3% | -42.5% | -33.0% |
| 5Y | -29.5% | +14.1% | -43.6% | -38.8% |
| 10Y | +120.0% | +237.9% | -117.8% | +1.7% |
| All | +302.1% | +494.2% | -192.1% | +36.6% |
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