+314.5%
WDAY vs PLUG
+65.9%
+248.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.6% | +1.7% |
| 7D | -1.2% | +2.8% | -4.1% | -1.5% |
| 30D | +6.8% | -22.8% | +29.6% | +8.8% |
| 3M | +17.8% | -32.4% | +50.2% | +21.0% |
| 6M | +57.8% | -53.4% | +111.2% | +65.0% |
| YTD | -6.0% | -25.9% | +19.9% | -6.3% |
| 1Y | -13.5% | -42.1% | +28.5% | -12.4% |
| 3Y | -7.6% | -77.9% | +70.4% | -8.1% |
| 5Y | -30.5% | -96.4% | +65.9% | -22.6% |
| 10Y | +143.9% | +2.8% | +141.0% | +112.3% |
| All | +314.5% | +65.9% | +248.6% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling