+282.6%
WDAY vs PPG
+143.1%
+139.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -3.7% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | +3.7% | -7.8% | +11.5% | +7.5% |
| 3M | +29.6% | -2.2% | +31.8% | +30.1% |
| 6M | +23.3% | +4.1% | +19.2% | +18.2% |
| YTD | -13.3% | +9.1% | -22.3% | -19.6% |
| 1Y | -19.6% | +1.0% | -20.6% | -22.8% |
| 3Y | -25.7% | -13.3% | -12.4% | -24.3% |
| 5Y | -31.6% | -19.2% | -12.4% | -29.3% |
| 10Y | +109.9% | +25.9% | +84.0% | +57.6% |
| All | +282.6% | +143.1% | +139.5% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling