+302.1%
WDAY vs PSA
+269.5%
+32.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | -4.4% | -3.7% | -0.7% | -2.9% |
| 30D | +14.7% | -7.7% | +22.5% | +18.5% |
| 3M | +32.4% | -0.6% | +33.0% | +33.1% |
| 6M | +36.9% | -0.9% | +37.8% | +36.7% |
| YTD | -8.8% | +18.7% | -27.5% | -15.8% |
| 1Y | -15.3% | +7.6% | -22.9% | -18.7% |
| 3Y | -21.2% | +23.7% | -44.9% | -30.4% |
| 5Y | -29.5% | +13.7% | -43.2% | -35.9% |
| 10Y | +120.0% | +98.9% | +21.2% | +55.9% |
| All | +302.1% | +269.5% | +32.6% | +140.5% |
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 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