+131.0%
WDAY vs PPL
+65.2%
+65.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -5.3% | -1.0% | -4.3% | -5.0% |
| 30D | +1.5% | +3.0% | -1.5% | +0.6% |
| 3M | +5.5% | +1.1% | +4.3% | +5.0% |
| 6M | +57.4% | -0.8% | +58.2% | +57.2% |
| YTD | -11.0% | +3.5% | -14.5% | -12.7% |
| 1Y | -15.8% | -0.9% | -14.9% | -16.3% |
| 3Y | -16.9% | +54.2% | -71.1% | -29.3% |
| 5Y | -35.3% | +46.3% | -81.5% | -44.1% |
| 10Y | +131.0% | +65.0% | +66.0% | +87.9% |
| All | +131.0% | +65.2% | +65.8% | +87.9% |
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