-13.2%
WDAY vs PPL
+55.5%
-68.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +3.1% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | +4.1% | +2.6% | +1.4% | +4.2% |
| 3M | -4.8% | +0.8% | -5.6% | -4.8% |
| 6M | +68.6% | +1.4% | +67.2% | +68.9% |
| YTD | -8.5% | +4.3% | -12.8% | -8.8% |
| 1Y | -12.1% | +0.8% | -12.9% | -12.2% |
| 3Y | -13.2% | +57.9% | -71.1% | -7.1% |
| All | -13.2% | +55.5% | -68.7% | -7.1% |
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 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