-11.7%
WDAY vs PLUG
-78.4%
+66.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.4% | -11.0% | -3.8% |
| 7D | -2.5% | +5.8% | -8.3% | -2.6% |
| 30D | +4.7% | -18.5% | +23.2% | +5.2% |
| 3M | +13.3% | -30.0% | +43.3% | +14.2% |
| 6M | +57.3% | -56.2% | +113.5% | +60.1% |
| YTD | -10.2% | -26.4% | +16.2% | -11.1% |
| 1Y | -14.1% | -42.2% | +28.2% | -14.3% |
| 3Y | -11.7% | -76.8% | +65.2% | -14.4% |
| All | -11.7% | -78.4% | +66.7% | -14.4% |
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 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