-15.3%
WDAY vs PR
+76.5%
-91.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.5% |
| 7D | -4.4% | +2.9% | -7.3% | -4.1% |
| 30D | +14.7% | +18.0% | -3.3% | +16.1% |
| 3M | +32.4% | +16.9% | +15.5% | +33.1% |
| 6M | +36.9% | +28.2% | +8.7% | +38.9% |
| YTD | -8.8% | +69.3% | -78.2% | -6.7% |
| 1Y | -15.3% | +69.5% | -84.8% | -13.6% |
| All | -15.3% | +76.5% | -91.8% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling