+282.6%
WDAY vs PNR
+151.8%
+130.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.2% | -3.7% |
| 7D | -6.1% | -3.0% | -3.1% | -4.8% |
| 30D | +3.7% | -14.9% | +18.6% | +11.2% |
| 3M | +29.6% | -19.0% | +48.6% | +40.5% |
| 6M | +23.3% | -35.9% | +59.3% | +46.4% |
| YTD | -13.3% | -43.1% | +29.9% | +8.2% |
| 1Y | -19.6% | -46.4% | +26.7% | +2.8% |
| 3Y | -25.7% | -10.8% | -14.8% | -26.8% |
| 5Y | -31.6% | -18.9% | -12.7% | -31.8% |
| 10Y | +109.9% | +64.4% | +45.5% | +43.9% |
| All | +282.6% | +151.8% | +130.8% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling