-31.1%
WDAY vs PSA
+10.8%
-41.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | -7.4% | -2.2% | -5.1% | -6.6% |
| 30D | +1.0% | -9.6% | +10.6% | +5.0% |
| 3M | +32.7% | -7.9% | +40.6% | +37.3% |
| 6M | +25.6% | -2.0% | +27.6% | +26.2% |
| YTD | -13.4% | +15.7% | -29.1% | -19.2% |
| 1Y | -19.4% | +5.8% | -25.1% | -22.0% |
| 3Y | -25.8% | +21.6% | -47.3% | -35.4% |
| 5Y | -31.1% | +13.1% | -44.2% | -39.3% |
| All | -31.1% | +10.8% | -41.9% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling