-18.1%
WDAY vs PSLV
+49.9%
-67.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.4% |
| 7D | -5.2% | -3.5% | -1.7% | -5.5% |
| 30D | +5.9% | -2.1% | +8.1% | +5.8% |
| 3M | +42.3% | -1.6% | +43.9% | +42.5% |
| 6M | +34.7% | -25.5% | +60.2% | +32.5% |
| YTD | -13.5% | -11.4% | -2.1% | -13.1% |
| 1Y | -18.1% | +48.6% | -66.7% | -16.5% |
| All | -18.1% | +49.9% | -67.9% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling