-18.3%
WDAY vs PSA
+6.0%
-24.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.5% | -3.6% | -6.9% | -10.4% |
| 30D | +2.1% | -9.4% | +11.5% | +2.3% |
| 3M | +34.6% | -8.2% | +42.8% | +35.1% |
| 6M | +29.9% | -1.8% | +31.7% | +34.1% |
| YTD | -13.8% | +15.7% | -29.6% | -12.0% |
| 1Y | -18.3% | +6.3% | -24.6% | -15.5% |
| All | -18.3% | +6.0% | -24.2% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling