+119.3%
WDAY vs PPL
+54.2%
+65.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -4.4% | +2.7% | -7.0% | -5.1% |
| 30D | +14.7% | +0.5% | +14.3% | +14.6% |
| 3M | +32.4% | +0.7% | +31.7% | +31.9% |
| 6M | +36.9% | -7.6% | +44.5% | +39.3% |
| YTD | -8.8% | +1.8% | -10.7% | -10.1% |
| 1Y | -15.3% | -0.8% | -14.5% | -15.9% |
| 3Y | -21.2% | +56.9% | -78.1% | -33.5% |
| 5Y | -29.5% | +39.5% | -69.0% | -38.3% |
| All | +119.3% | +54.2% | +65.1% | +77.2% |
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