+287.9%
WDAY vs PSA
+315.2%
-27.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -4.6% | +0.8% | -5.3% | -4.8% |
| 30D | +1.2% | +15.9% | -14.7% | -4.4% |
| 3M | +2.6% | +4.2% | -1.6% | +1.0% |
| 6M | +47.8% | +10.1% | +37.6% | +42.3% |
| YTD | -12.1% | +33.3% | -45.4% | -22.4% |
| 1Y | -17.1% | +28.2% | -45.4% | -25.8% |
| 3Y | -17.9% | +54.9% | -72.7% | -33.9% |
| 5Y | -35.1% | +28.3% | -63.4% | -43.7% |
| 10Y | +130.1% | +134.1% | -3.9% | +52.7% |
| All | +287.9% | +315.2% | -27.3% | +121.6% |
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