+123.9%
WDAY vs PTC
+326.2%
-202.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -4.0% | +0.8% | -4.8% | -4.4% |
| 30D | +1.9% | +0.7% | +1.2% | +1.5% |
| 3M | +5.9% | +32.6% | -26.7% | -13.2% |
| 6M | +48.8% | +33.6% | +15.2% | +21.0% |
| YTD | -11.4% | +12.4% | -23.9% | -20.0% |
| 1Y | -15.5% | +11.2% | -26.7% | -23.2% |
| 3Y | -15.6% | +31.7% | -47.3% | -33.2% |
| 5Y | -35.2% | +60.1% | -95.3% | -54.9% |
| 10Y | +123.9% | +317.2% | -193.3% | -15.2% |
| All | +123.9% | +326.2% | -202.3% | -15.2% |
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 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