+162.8%
WDAY vs PR
+160.5%
+2.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +2.4% |
| 7D | -1.2% | -12.1% | +10.9% | -0.3% |
| 30D | +6.8% | +0.9% | +5.9% | +6.6% |
| 3M | +17.8% | +10.1% | +7.7% | +16.8% |
| 6M | +57.8% | +1.1% | +56.7% | +57.2% |
| YTD | -6.0% | +63.7% | -69.7% | -9.9% |
| 1Y | -13.5% | +87.0% | -100.6% | -18.0% |
| 3Y | -7.6% | +70.7% | -78.3% | -12.4% |
| 5Y | -30.5% | +246.8% | -277.3% | -38.3% |
| 10Y | +143.9% | +72.6% | +71.3% | +110.2% |
| All | +162.8% | +160.5% | +2.4% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling