+282.1%
WDAY vs PSLV
+59.0%
+223.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.3% |
| 7D | -7.4% | +3.3% | -10.7% | -7.6% |
| 30D | +1.0% | +2.1% | -1.1% | +0.8% |
| 3M | +32.7% | +7.1% | +25.5% | +31.7% |
| 6M | +25.6% | -21.6% | +47.2% | +27.6% |
| YTD | -13.4% | -6.7% | -6.7% | -15.7% |
| 1Y | -19.4% | +59.3% | -78.6% | -28.0% |
| 3Y | -25.8% | +182.1% | -207.9% | -40.2% |
| 5Y | -31.1% | +162.6% | -193.7% | -44.5% |
| 10Y | +113.3% | +203.0% | -89.7% | +65.2% |
| All | +282.1% | +59.0% | +223.1% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling