-30.6%
WDAY vs PNC
+51.4%
-82.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -5.2% | -0.6% | -4.6% | -4.9% |
| 30D | +5.9% | -4.4% | +10.3% | +7.7% |
| 3M | +42.3% | +5.2% | +37.0% | +39.4% |
| 6M | +34.7% | +20.6% | +14.1% | +24.4% |
| YTD | -13.5% | +19.8% | -33.3% | -20.1% |
| 1Y | -18.1% | +24.4% | -42.5% | -25.6% |
| 3Y | -26.4% | +131.2% | -157.6% | -49.7% |
| All | -30.6% | +51.4% | -82.0% | -44.4% |
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