-20.8%
WDAY vs PPL
+57.3%
-78.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 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