+296.2%
WDAY vs PM
+318.4%
-22.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.2% |
| 7D | -2.5% | -5.2% | +2.7% | -1.1% |
| 30D | +4.7% | +2.7% | +2.0% | +3.7% |
| 3M | +13.3% | +6.1% | +7.2% | +11.3% |
| 6M | +57.3% | +18.0% | +39.3% | +49.8% |
| YTD | -10.2% | +26.6% | -36.8% | -17.0% |
| 1Y | -14.1% | +36.7% | -50.8% | -22.5% |
| 3Y | -11.7% | +146.0% | -157.7% | -36.6% |
| 5Y | -33.5% | +164.1% | -197.6% | -54.2% |
| 10Y | +133.1% | +238.8% | -105.8% | +38.9% |
| All | +296.2% | +318.4% | -22.3% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling