+113.3%
WDAY vs PODD
+218.3%
-105.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.8% |
| 7D | -7.4% | -6.9% | -0.5% | -5.3% |
| 30D | +1.0% | -3.5% | +4.5% | +2.1% |
| 3M | +32.7% | -13.6% | +46.3% | +37.8% |
| 6M | +25.6% | -42.6% | +68.2% | +46.3% |
| YTD | -13.4% | -51.5% | +38.1% | +5.9% |
| 1Y | -19.4% | -60.9% | +41.5% | +4.8% |
| 3Y | -25.8% | -19.8% | -6.0% | -27.2% |
| 5Y | -31.1% | -54.4% | +23.3% | -21.8% |
| 10Y | +113.3% | +236.1% | -122.8% | +34.3% |
| All | +113.3% | +218.3% | -105.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 10y: compounded portfolio wealth divided by compounded PODD 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…
10y analysis · Full analysis span regression · 6 months rolling