+112.2%
WDAY vs PSLV
+190.6%
-78.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -5.2% | -3.5% | -1.7% | -4.8% |
| 30D | +5.9% | -2.1% | +8.1% | +6.0% |
| 3M | +42.3% | -1.6% | +43.9% | +42.2% |
| 6M | +34.7% | -25.5% | +60.2% | +38.4% |
| YTD | -13.5% | -11.4% | -2.1% | -16.8% |
| 1Y | -18.1% | +48.6% | -66.7% | -30.6% |
| 3Y | -26.4% | +166.9% | -193.2% | -47.3% |
| 5Y | -30.6% | +152.4% | -183.0% | -50.4% |
| All | +112.2% | +190.6% | -78.4% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling