+123.9%
WDAY vs PPL
+62.1%
+61.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -4.0% | -1.2% | -2.8% | -3.7% |
| 30D | +1.9% | +4.2% | -2.3% | +0.7% |
| 3M | +5.9% | +1.5% | +4.4% | +5.3% |
| 6M | +48.8% | +1.0% | +47.8% | +47.8% |
| YTD | -11.4% | +4.4% | -15.8% | -13.3% |
| 1Y | -15.5% | +0.8% | -16.3% | -16.5% |
| 3Y | -15.6% | +56.5% | -72.1% | -28.5% |
| 5Y | -35.2% | +47.7% | -82.9% | -44.2% |
| 10Y | +123.9% | +64.4% | +59.4% | +79.1% |
| All | +123.9% | +62.1% | +61.7% | +79.1% |
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