-30.6%
WDAY vs PSLV
+154.2%
-184.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -5.2% | -3.5% | -1.7% | -5.0% |
| 30D | +5.9% | -2.1% | +8.1% | +6.0% |
| 3M | +42.3% | -1.6% | +43.9% | +42.3% |
| 6M | +34.7% | -25.5% | +60.2% | +37.0% |
| YTD | -13.5% | -11.4% | -2.1% | -17.1% |
| 1Y | -18.1% | +48.6% | -66.7% | -30.6% |
| 3Y | -26.4% | +166.9% | -193.2% | -48.6% |
| All | -30.6% | +154.2% | -184.9% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling