-33.5%
WDAY vs PLUG
-97.5%
+63.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -10.5% | +13.5% | +3.9% |
| 7D | +1.8% | -23.4% | +25.3% | +4.0% |
| 30D | +4.1% | -23.4% | +27.5% | +6.1% |
| 3M | -4.8% | -51.7% | +46.9% | +0.7% |
| 6M | +68.6% | -72.0% | +140.6% | +86.1% |
| YTD | -8.5% | -43.7% | +35.1% | -7.6% |
| 1Y | -12.1% | -55.4% | +43.3% | -9.3% |
| 3Y | -13.2% | -68.0% | +54.8% | -19.1% |
| All | -33.5% | -97.5% | +63.9% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling