+137.4%
WDAY vs PTC
+312.8%
-175.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -5.3% | +0.5% | -5.8% | -5.6% |
| 30D | +1.5% | +0.9% | +0.6% | +1.0% |
| 3M | +5.5% | +30.4% | -24.9% | -12.7% |
| 6M | +57.4% | +34.4% | +23.0% | +27.5% |
| YTD | -11.0% | +12.6% | -23.6% | -19.7% |
| 1Y | -15.8% | +10.2% | -26.0% | -23.0% |
| 3Y | -16.9% | +29.4% | -46.3% | -33.5% |
| 5Y | -35.3% | +63.7% | -99.0% | -55.6% |
| All | +137.4% | +312.8% | -175.3% | -10.5% |
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