+109.9%
WDAY vs PTC
+204.7%
-94.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -1.5% |
| 7D | -6.1% | -12.8% | +6.7% | +2.1% |
| 30D | +3.7% | -9.8% | +13.5% | +10.7% |
| 3M | +29.6% | -2.1% | +31.6% | +31.2% |
| 6M | +23.3% | -18.1% | +41.4% | +39.3% |
| YTD | -13.3% | -23.5% | +10.2% | +2.1% |
| 1Y | -19.6% | -37.4% | +17.7% | +5.9% |
| 3Y | -25.7% | -7.2% | -18.4% | -25.0% |
| 5Y | -31.6% | +2.7% | -34.2% | -36.1% |
| 10Y | +109.9% | +203.4% | -93.5% | +1.8% |
| All | +109.9% | +204.7% | -94.8% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling