+112.2%
WDAY vs PPG
+26.9%
+85.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -5.2% | -6.2% | +1.1% | -2.5% |
| 30D | +5.9% | -7.9% | +13.9% | +9.7% |
| 3M | +42.3% | -10.2% | +52.5% | +48.3% |
| 6M | +34.7% | +2.7% | +32.1% | +30.1% |
| YTD | -13.5% | +4.9% | -18.4% | -18.2% |
| 1Y | -18.1% | -3.2% | -14.9% | -19.6% |
| 3Y | -26.4% | -17.0% | -9.4% | -23.6% |
| 5Y | -30.6% | -23.3% | -7.3% | -27.0% |
| All | +112.2% | +26.9% | +85.3% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling