-16.6%
WDAY vs PR
+66.2%
-82.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.5% |
| 7D | -4.0% | -12.4% | +8.4% | -5.4% |
| 30D | +1.9% | -6.6% | +8.5% | +1.2% |
| 3M | +5.9% | +7.5% | -1.6% | +7.1% |
| 6M | +48.8% | +10.8% | +38.0% | +50.1% |
| YTD | -11.4% | +57.0% | -68.5% | -3.9% |
| All | -16.6% | +66.2% | -82.7% | -10.8% |
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