-17.1%
WDAY vs PLUG
-53.4%
+36.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.0% | +8.3% | -0.9% |
| 7D | -4.6% | -3.2% | -1.4% | -4.6% |
| 30D | +1.2% | -18.7% | +20.0% | +0.8% |
| 3M | +2.6% | -35.3% | +37.9% | +1.5% |
| 6M | +47.8% | -56.2% | +104.0% | +45.4% |
| YTD | -12.1% | -30.7% | +18.7% | -18.6% |
| 1Y | -17.1% | -46.7% | +29.5% | -22.5% |
| All | -17.1% | -53.4% | +36.3% | -22.5% |
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