-11.7%
WDAY vs PPL
+56.0%
-67.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -3.7% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | +4.7% | +5.4% | -0.8% | +5.0% |
| 3M | +13.3% | +4.3% | +9.0% | +13.6% |
| 6M | +57.3% | -1.3% | +58.6% | +57.6% |
| YTD | -10.2% | +4.7% | -14.9% | -10.5% |
| 1Y | -14.1% | +1.3% | -15.3% | -14.1% |
| 3Y | -11.7% | +57.2% | -68.9% | -9.1% |
| All | -11.7% | +56.0% | -67.7% | -9.1% |
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