-11.7%
WDAY vs PTC
+32.2%
-43.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.7% |
| 7D | -2.5% | -0.2% | -2.2% | -2.4% |
| 30D | +4.7% | +0.8% | +3.9% | +4.3% |
| 3M | +13.3% | +32.1% | -18.8% | -3.1% |
| 6M | +57.3% | +42.6% | +14.7% | +27.5% |
| YTD | -10.2% | +12.0% | -22.2% | -17.4% |
| 1Y | -14.1% | +12.2% | -26.2% | -21.0% |
| 3Y | -11.7% | +31.2% | -42.9% | -34.7% |
| All | -11.7% | +32.2% | -43.8% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling