+125.4%
WDAY vs PLUG
+6.6%
+118.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.4% | -11.0% | -4.4% |
| 7D | -2.5% | +5.8% | -8.3% | -3.2% |
| 30D | +4.7% | -18.5% | +23.2% | +6.6% |
| 3M | +13.3% | -30.0% | +43.3% | +16.9% |
| 6M | +57.3% | -56.2% | +113.5% | +68.0% |
| YTD | -10.2% | -26.4% | +16.2% | -10.8% |
| 1Y | -14.1% | -42.2% | +28.2% | -12.7% |
| 3Y | -11.7% | -76.8% | +65.2% | -13.1% |
| 5Y | -33.5% | -96.2% | +62.8% | -20.7% |
| All | +125.4% | +6.6% | +118.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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