-11.7%
WDAY vs PR
+64.2%
-75.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.6% | -3.9% |
| 7D | -2.5% | -16.4% | +13.9% | -0.5% |
| 30D | +4.7% | -1.9% | +6.6% | +4.6% |
| 3M | +13.3% | +8.0% | +5.4% | +11.6% |
| 6M | +57.3% | +4.1% | +53.2% | +55.1% |
| YTD | -10.2% | +58.7% | -68.9% | -18.1% |
| 1Y | -14.1% | +75.8% | -89.9% | -23.5% |
| 3Y | -11.7% | +73.2% | -84.8% | -21.8% |
| All | -11.7% | +64.2% | -75.9% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling