-25.7%
WDAY vs PSA
+24.4%
-50.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.8% |
| 7D | -6.1% | -0.4% | -5.7% | -6.0% |
| 30D | +3.7% | -8.2% | +11.9% | +5.5% |
| 3M | +29.6% | -2.1% | +31.7% | +30.9% |
| 6M | +23.3% | -0.2% | +23.5% | +24.1% |
| YTD | -13.3% | +18.5% | -31.8% | -16.7% |
| 1Y | -19.6% | +6.6% | -26.2% | -20.6% |
| 3Y | -25.7% | +24.5% | -50.1% | -31.5% |
| All | -25.7% | +24.4% | -50.1% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling