+127.0%
WDAY vs PR
+68.5%
+58.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.6% | -3.8% |
| 7D | -2.5% | -16.4% | +13.9% | -1.3% |
| 30D | +4.7% | -1.9% | +6.6% | +4.7% |
| 3M | +13.3% | +8.0% | +5.4% | +12.5% |
| 6M | +57.3% | +4.1% | +53.2% | +56.3% |
| YTD | -10.2% | +58.7% | -68.9% | -13.7% |
| 1Y | -14.1% | +75.8% | -89.9% | -18.2% |
| 3Y | -11.7% | +73.2% | -84.8% | -16.4% |
| 5Y | -33.5% | +230.1% | -263.6% | -40.7% |
| All | +127.0% | +68.5% | +58.5% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling