-30.6%
WDAY vs PPG
-24.1%
-6.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -5.2% | -6.2% | +1.1% | -2.6% |
| 30D | +5.9% | -7.9% | +13.9% | +9.6% |
| 3M | +42.3% | -10.2% | +52.5% | +48.1% |
| 6M | +34.7% | +2.7% | +32.1% | +29.9% |
| YTD | -13.5% | +4.9% | -18.4% | -18.6% |
| 1Y | -18.1% | -3.2% | -14.9% | -19.7% |
| 3Y | -26.4% | -17.0% | -9.4% | -23.3% |
| All | -30.6% | -24.1% | -6.6% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling