+144.0%
WDAY vs PSA
+132.6%
+11.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.3% | +3.1% |
| 7D | +1.8% | -1.4% | +3.3% | +2.4% |
| 30D | +4.1% | +15.2% | -11.1% | -1.3% |
| 3M | -4.8% | +2.2% | -7.1% | -5.7% |
| 6M | +68.6% | +11.7% | +57.0% | +61.9% |
| YTD | -8.5% | +32.0% | -40.5% | -18.5% |
| 1Y | -12.1% | +26.3% | -38.4% | -20.4% |
| 3Y | -13.2% | +52.4% | -65.6% | -29.2% |
| 5Y | -33.7% | +26.3% | -60.0% | -41.8% |
| All | +144.0% | +132.6% | +11.4% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling