+303.5%
WDAY vs PNR
+194.8%
+108.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +1.8% | +0.3% | +1.6% | +1.7% |
| 30D | +4.1% | +31.7% | -27.6% | -8.1% |
| 3M | -4.8% | +2.6% | -7.5% | -6.6% |
| 6M | +68.6% | -6.4% | +75.0% | +70.0% |
| YTD | -8.5% | -33.4% | +24.9% | +5.8% |
| 1Y | -12.1% | -35.1% | +23.0% | +2.7% |
| 3Y | -13.2% | +17.1% | -30.3% | -24.7% |
| 5Y | -33.7% | -3.5% | -30.2% | -39.1% |
| 10Y | +137.4% | +100.2% | +37.3% | +48.8% |
| All | +303.5% | +194.8% | +108.7% | +148.8% |
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 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