+25.7%
WDAY vs PPG
+5.9%
+19.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -5.2% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | +3.7% | -7.8% | +11.5% | +2.5% |
| 3M | +29.6% | -2.2% | +31.8% | +30.8% |
| All | +25.7% | +5.9% | +19.9% | +32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling