-31.6%
WDAY vs PM
+122.3%
-153.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.0% |
| 7D | -6.1% | -1.3% | -4.8% | -6.0% |
| 30D | +3.7% | -2.6% | +6.2% | +4.0% |
| 3M | +29.6% | +5.8% | +23.8% | +29.4% |
| 6M | +23.3% | +10.6% | +12.8% | +22.7% |
| YTD | -13.3% | +17.2% | -30.4% | -14.6% |
| 1Y | -19.6% | +17.6% | -37.3% | -21.0% |
| 3Y | -25.7% | +124.3% | -149.9% | -37.6% |
| 5Y | -31.6% | +125.1% | -156.6% | -43.6% |
| All | -31.6% | +122.3% | -153.8% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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