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  • WDAY vs PPL✓SelectedUSD · PPLWDAY vs PPL performance historyLatest closeAs of-5.38%09/04
Stock and ETF performance explorer

WDAY vs PPL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-20.8%
PPL return
+57.3%
Excess return
-78.1%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioPPLExcessAlpha
1D-5.4%0.0%-5.4%-5.4%
7D-4.4%+2.7%-7.0%-4.4%
30D+14.7%+0.5%+14.3%+14.7%
3M+32.4%+0.7%+31.7%+32.4%
6M+36.9%-7.6%+44.5%+37.3%
YTD-8.8%+1.8%-10.7%-9.5%
1Y-15.3%-0.8%-14.5%-15.6%
All-20.8%+57.3%-78.1%-30.2%

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 3y: 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…

3y analysis · Full analysis span regression · 6 months rolling