-26.4%
WDAY vs PNR
-14.5%
-11.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -5.2% | -6.0% | +0.9% | -3.5% |
| 30D | +5.9% | -14.0% | +19.9% | +10.5% |
| 3M | +42.3% | -21.7% | +64.0% | +50.7% |
| 6M | +34.7% | -37.3% | +72.0% | +51.1% |
| YTD | -13.5% | -45.1% | +31.6% | +1.6% |
| 1Y | -18.1% | -49.1% | +31.1% | -1.1% |
| 3Y | -26.4% | -14.8% | -11.5% | -24.8% |
| All | -26.4% | -14.5% | -11.9% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling