+291.5%
WDAY vs PSX
+847.7%
-556.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -4.8% | +6.4% | -11.2% | -6.3% |
| 30D | +2.5% | -10.2% | +12.7% | +5.1% |
| 3M | +8.8% | +17.2% | -8.4% | +3.9% |
| 6M | +60.7% | +51.8% | +9.0% | +43.2% |
| YTD | -11.2% | +108.0% | -119.2% | -27.7% |
| 1Y | -15.6% | +96.1% | -111.7% | -30.3% |
| 3Y | -17.1% | +155.9% | -173.0% | -37.6% |
| 5Y | -35.7% | +306.9% | -342.6% | -58.9% |
| 10Y | +130.4% | +364.5% | -234.1% | +27.3% |
| All | +291.5% | +847.7% | -556.2% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling