+303.5%
WDAY vs PSA
+311.1%
-7.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | -4.8% | +2.2% | -7.1% | -5.7% |
| 6M | +68.6% | +11.7% | +57.0% | +61.5% |
| YTD | -8.5% | +32.0% | -40.5% | -19.0% |
| 1Y | -12.1% | +26.3% | -38.4% | -20.8% |
| 3Y | -13.2% | +52.4% | -65.6% | -29.7% |
| 5Y | -33.7% | +26.3% | -60.0% | -42.1% |
| 10Y | +137.4% | +132.3% | +5.1% | +57.9% |
| All | +303.5% | +311.1% | -7.6% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling