+130.1%
WDAY vs PPL
+65.3%
+64.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +1.2% | +4.3% | -3.1% | 0.0% |
| 3M | +2.6% | +2.9% | -0.4% | +1.6% |
| 6M | +47.8% | +1.1% | +46.7% | +46.7% |
| YTD | -12.1% | +4.5% | -16.5% | -13.9% |
| 1Y | -17.1% | +0.1% | -17.2% | -17.9% |
| 3Y | -17.9% | +55.7% | -73.6% | -30.3% |
| 5Y | -35.1% | +47.6% | -82.7% | -44.1% |
| 10Y | +130.1% | +66.8% | +63.3% | +86.8% |
| All | +130.1% | +65.3% | +64.8% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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