+136.8%
WDAY vs PR
+83.7%
+53.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -4.8% | +6.7% | -11.5% | -5.2% |
| 30D | +2.5% | -6.1% | +8.6% | +2.9% |
| 3M | +8.8% | +6.9% | +1.9% | +8.0% |
| 6M | +60.7% | +14.6% | +46.1% | +58.6% |
| YTD | -11.2% | +66.1% | -77.4% | -15.0% |
| 1Y | -15.6% | +77.0% | -92.6% | -19.6% |
| 3Y | -17.1% | +93.8% | -111.0% | -22.2% |
| 5Y | -35.7% | +268.2% | -303.9% | -43.1% |
| All | +136.8% | +83.7% | +53.0% | +102.5% |
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