+120.7%
WDAY vs PWR
+2,342.6%
-2,222.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.5% |
| 7D | -4.4% | +3.6% | -8.0% | -5.2% |
| 30D | +14.7% | -8.6% | +23.3% | +16.8% |
| 3M | +32.4% | -13.2% | +45.5% | +34.7% |
| 6M | +36.9% | +9.9% | +27.0% | +26.8% |
| YTD | -8.8% | +48.0% | -56.9% | -24.5% |
| 1Y | -15.3% | +66.2% | -81.5% | -33.2% |
| 3Y | -21.2% | +195.1% | -216.3% | -52.9% |
| 5Y | -29.5% | +442.6% | -472.1% | -68.0% |
| All | +120.7% | +2,342.6% | -2,222.0% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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