-25.7%
WDAY vs PSKY
-12.8%
-12.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.8% |
| 7D | -6.1% | +2.4% | -8.5% | -6.3% |
| 30D | +3.7% | +17.5% | -13.8% | +2.3% |
| 3M | +29.6% | +4.4% | +25.1% | +29.0% |
| 6M | +23.3% | -9.0% | +32.4% | +23.8% |
| YTD | -13.3% | -18.6% | +5.3% | -12.5% |
| 1Y | -19.6% | -27.7% | +8.1% | -18.5% |
| 3Y | -25.7% | -16.9% | -8.8% | -29.1% |
| All | -25.7% | -12.8% | -12.9% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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