-15.3%
WDAY vs PNR
-43.1%
+27.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | -4.4% | -2.4% | -2.0% | -4.1% |
| 30D | +14.7% | -12.8% | +27.5% | +16.3% |
| 3M | +32.4% | -17.0% | +49.4% | +33.4% |
| 6M | +36.9% | -37.4% | +74.3% | +42.5% |
| YTD | -8.8% | -41.6% | +32.8% | -3.1% |
| 1Y | -15.3% | -44.6% | +29.3% | -9.2% |
| All | -15.3% | -43.1% | +27.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling