-31.1%
WDAY vs PSX
+370.3%
-401.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | -7.4% | +1.8% | -9.2% | -7.7% |
| 30D | +1.0% | +21.6% | -20.6% | -2.6% |
| 3M | +32.7% | +46.5% | -13.8% | +23.5% |
| 6M | +25.6% | +62.0% | -36.4% | +14.7% |
| YTD | -13.4% | +106.3% | -119.7% | -24.3% |
| 1Y | -19.4% | +103.0% | -122.3% | -29.5% |
| 3Y | -25.8% | +135.5% | -161.3% | -37.8% |
| 5Y | -31.1% | +368.5% | -399.6% | -45.5% |
| All | -31.1% | +370.3% | -401.4% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling