+314.5%
WDAY vs PPL
+141.0%
+173.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | -1.2% | +1.8% | -3.0% | -1.8% |
| 30D | +6.8% | +8.4% | -1.6% | +4.3% |
| 3M | +17.8% | +2.4% | +15.5% | +16.9% |
| 6M | +57.8% | -4.0% | +61.8% | +59.1% |
| YTD | -6.0% | +4.5% | -10.5% | -8.1% |
| 1Y | -13.5% | +1.7% | -15.3% | -14.8% |
| 3Y | -7.6% | +55.5% | -63.1% | -21.5% |
| 5Y | -30.5% | +47.0% | -77.6% | -40.0% |
| 10Y | +143.9% | +62.4% | +81.5% | +95.8% |
| All | +314.5% | +141.0% | +173.5% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling