-26.6%
WDAY vs PSLV
+165.1%
-191.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | -0.8% |
| 7D | -10.5% | -4.9% | -5.7% | -10.8% |
| 30D | +2.1% | -1.9% | +4.0% | +2.0% |
| 3M | +34.6% | +4.2% | +30.5% | +35.2% |
| 6M | +29.9% | -27.6% | +57.5% | +29.5% |
| YTD | -13.8% | -11.7% | -2.2% | -15.5% |
| 1Y | -18.3% | +49.3% | -67.6% | -23.4% |
| All | -26.6% | +165.1% | -191.7% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling