-35.7%
WDAY vs PSX
+308.4%
-344.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -4.8% | +6.4% | -11.2% | -5.9% |
| 30D | +2.5% | -10.2% | +12.7% | +4.4% |
| 3M | +8.8% | +17.2% | -8.4% | +5.1% |
| 6M | +60.7% | +51.8% | +9.0% | +47.6% |
| YTD | -11.2% | +108.0% | -119.2% | -23.4% |
| 1Y | -15.6% | +96.1% | -111.7% | -26.4% |
| 3Y | -17.1% | +155.9% | -173.0% | -32.3% |
| 5Y | -35.7% | +306.9% | -342.6% | -50.2% |
| All | -35.7% | +308.4% | -344.1% | -50.2% |
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 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