-15.5%
WDAY vs PLUG
-59.4%
+43.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | -5.3% | -6.8% | +1.6% | -5.1% |
| 30D | +1.5% | -16.0% | +17.6% | +2.0% |
| 3M | +5.5% | -38.7% | +44.2% | +6.8% |
| 6M | +57.4% | -61.4% | +118.8% | +61.5% |
| YTD | -11.0% | -31.0% | +20.0% | -11.8% |
| 1Y | -15.8% | -46.2% | +30.5% | -15.8% |
| All | -15.5% | -59.4% | +43.9% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling