+112.2%
WDAY vs PSA
+102.6%
+9.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -5.2% | -1.8% | -3.3% | -4.5% |
| 30D | +5.9% | -8.4% | +14.3% | +9.5% |
| 3M | +42.3% | -7.8% | +50.1% | +47.0% |
| 6M | +34.7% | +0.8% | +33.9% | +33.7% |
| YTD | -13.5% | +16.5% | -30.0% | -19.2% |
| 1Y | -18.1% | +4.7% | -22.8% | -20.4% |
| 3Y | -26.4% | +21.1% | -47.4% | -34.1% |
| 5Y | -30.6% | +14.2% | -44.8% | -36.7% |
| All | +112.2% | +102.6% | +9.6% | +57.1% |
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