-30.4%
WDAY vs PR
+242.3%
-272.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +2.8% |
| 7D | -1.2% | -12.1% | +10.9% | +0.4% |
| 30D | +6.8% | +0.9% | +5.9% | +6.5% |
| 3M | +17.8% | +10.1% | +7.7% | +15.8% |
| 6M | +57.8% | +1.1% | +56.7% | +56.6% |
| YTD | -6.0% | +63.7% | -69.7% | -13.8% |
| 1Y | -13.5% | +87.0% | -100.6% | -22.5% |
| 3Y | -7.6% | +70.7% | -78.3% | -17.6% |
| All | -30.4% | +242.3% | -272.6% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling