+296.2%
WDAY vs PTC
+806.9%
-510.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.8% |
| 7D | -2.5% | -0.2% | -2.2% | -2.4% |
| 30D | +4.7% | +0.8% | +3.9% | +4.2% |
| 3M | +13.3% | +32.1% | -18.8% | -7.4% |
| 6M | +57.3% | +42.6% | +14.7% | +22.5% |
| YTD | -10.2% | +12.0% | -22.2% | -18.9% |
| 1Y | -14.1% | +12.2% | -26.2% | -22.5% |
| 3Y | -11.7% | +31.2% | -42.9% | -30.1% |
| 5Y | -33.5% | +54.9% | -88.4% | -53.1% |
| 10Y | +133.1% | +343.1% | -210.1% | -22.1% |
| All | +296.2% | +806.9% | -510.7% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling