+119.3%
WDAY vs PLUG
+43.7%
+75.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -5.7% |
| 7D | -4.4% | -0.9% | -3.4% | -4.3% |
| 30D | +14.7% | +3.3% | +11.4% | +14.2% |
| 3M | +32.4% | -39.7% | +72.1% | +38.5% |
| 6M | +36.9% | -12.5% | +49.4% | +35.5% |
| YTD | -8.8% | +10.2% | -19.0% | -12.7% |
| 1Y | -15.3% | +50.7% | -66.0% | -23.5% |
| 3Y | -21.2% | -74.5% | +53.3% | -22.3% |
| 5Y | -29.5% | -91.8% | +62.3% | -22.9% |
| All | +119.3% | +43.7% | +75.6% | +70.9% |
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