-33.5%
WDAY vs PNC
+36.8%
-70.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +1.8% | +3.1% | -1.2% | +0.7% |
| 30D | +4.1% | +7.6% | -3.6% | +1.1% |
| 3M | -4.8% | -8.1% | +3.3% | -1.9% |
| 6M | +68.6% | +12.6% | +56.0% | +60.2% |
| YTD | -8.5% | +15.0% | -23.5% | -14.4% |
| 1Y | -12.1% | +30.4% | -42.5% | -22.1% |
| 3Y | -13.2% | +116.1% | -129.3% | -39.5% |
| All | -33.5% | +36.8% | -70.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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