-12.1%
WDAY vs PLUG
-58.9%
+46.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -10.5% | +13.5% | +2.7% |
| 7D | +1.8% | -23.4% | +25.3% | +1.2% |
| 30D | +4.1% | -23.4% | +27.5% | +3.4% |
| 3M | -4.8% | -51.7% | +46.9% | -6.7% |
| 6M | +68.6% | -72.0% | +140.6% | +67.2% |
| YTD | -8.5% | -43.7% | +35.1% | -15.9% |
| 1Y | -12.1% | -55.4% | +43.3% | -18.4% |
| All | -12.1% | -58.9% | +46.8% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling