+160.6%
WDAY vs PR
+147.8%
+12.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.0% | -0.5% |
| 7D | +2.4% | -16.5% | +19.0% | +3.7% |
| 30D | +7.3% | -4.5% | +11.8% | +7.6% |
| 3M | +17.3% | +8.5% | +8.8% | +16.4% |
| 6M | +55.3% | -3.3% | +58.6% | +55.2% |
| YTD | -6.8% | +55.7% | -62.5% | -10.3% |
| 1Y | -13.8% | +82.0% | -95.8% | -18.1% |
| 3Y | -8.4% | +62.5% | -70.8% | -12.8% |
| 5Y | -31.0% | +223.9% | -254.9% | -38.4% |
| 10Y | +141.8% | +64.2% | +77.6% | +109.2% |
| All | +160.6% | +147.8% | +12.8% | +120.1% |
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