-13.5%
WDAY vs PPG
+38.5%
-52.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.0% | +2.3% |
| 7D | -1.2% | +7.5% | -8.7% | -0.7% |
| 30D | +6.8% | +20.9% | -14.1% | +8.4% |
| 3M | +17.8% | +8.7% | +9.1% | +18.2% |
| 6M | +57.8% | +23.8% | +34.0% | +63.2% |
| YTD | -6.0% | +26.5% | -32.5% | -6.3% |
| 1Y | -13.5% | +37.6% | -51.1% | -18.4% |
| All | -13.5% | +38.5% | -52.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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