+302.1%
WDAY vs PTC
+555.6%
-253.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.0% | +0.7% | -1.7% |
| 7D | -4.4% | -10.3% | +5.9% | +2.2% |
| 30D | +14.7% | +1.1% | +13.6% | +14.1% |
| 3M | +32.4% | +1.6% | +30.8% | +31.0% |
| 6M | +36.9% | -13.5% | +50.3% | +49.7% |
| YTD | -8.8% | -19.1% | +10.2% | +3.9% |
| 1Y | -15.3% | -33.9% | +18.6% | +8.4% |
| 3Y | -21.2% | -3.9% | -17.3% | -22.2% |
| 5Y | -29.5% | +6.0% | -35.5% | -35.6% |
| 10Y | +120.0% | +223.7% | -103.7% | -8.1% |
| All | +302.1% | +555.6% | -253.5% | +27.1% |
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