+144.0%
WDAY vs PSX
+368.0%
-224.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.3% | +2.9% |
| 7D | +1.8% | +7.8% | -6.0% | 0.0% |
| 30D | +4.1% | -10.9% | +15.0% | +6.7% |
| 3M | -4.8% | +14.5% | -19.3% | -8.3% |
| 6M | +68.6% | +56.1% | +12.5% | +50.7% |
| YTD | -8.5% | +109.6% | -118.1% | -24.3% |
| 1Y | -12.1% | +95.5% | -107.6% | -26.1% |
| 3Y | -13.2% | +156.2% | -169.4% | -33.0% |
| 5Y | -33.7% | +310.0% | -343.7% | -55.9% |
| All | +144.0% | +368.0% | -224.1% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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