-25.7%
WDAY vs PSX
+138.7%
-164.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.4% | -5.2% |
| 7D | -6.1% | +2.8% | -8.9% | -6.8% |
| 30D | +3.7% | +27.8% | -24.1% | -2.3% |
| 3M | +29.6% | +42.0% | -12.5% | +18.7% |
| 6M | +23.3% | +58.1% | -34.8% | +10.0% |
| YTD | -13.3% | +105.0% | -118.3% | -27.5% |
| 1Y | -19.6% | +104.9% | -124.6% | -33.1% |
| 3Y | -25.7% | +134.1% | -159.7% | -46.2% |
| All | -25.7% | +138.7% | -164.3% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling