-31.6%
WDAY vs PTC
+1.8%
-33.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -1.3% |
| 7D | -6.1% | -12.8% | +6.7% | +2.6% |
| 30D | +3.7% | -9.8% | +13.5% | +11.1% |
| 3M | +29.6% | -2.1% | +31.6% | +31.1% |
| 6M | +23.3% | -18.1% | +41.4% | +39.4% |
| YTD | -13.3% | -23.5% | +10.2% | +2.1% |
| 1Y | -19.6% | -37.4% | +17.7% | +5.8% |
| 3Y | -25.7% | -7.2% | -18.4% | -26.5% |
| 5Y | -31.6% | +2.7% | -34.2% | -40.2% |
| All | -31.6% | +1.8% | -33.4% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PTC 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling