+125.4%
WDAY vs PWR
+1,833.2%
-1,707.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.3% | -9.9% | -4.9% |
| 7D | -2.5% | -12.9% | +10.4% | -0.2% |
| 30D | +4.7% | -22.8% | +27.5% | +9.6% |
| 3M | +13.3% | -19.0% | +32.3% | +16.6% |
| 6M | +57.3% | -31.1% | +88.4% | +65.9% |
| YTD | -10.2% | +28.3% | -38.4% | -24.3% |
| 1Y | -14.1% | +22.2% | -36.3% | -26.6% |
| 3Y | -11.7% | +222.2% | -233.8% | -50.9% |
| 5Y | -33.5% | +364.2% | -397.6% | -68.9% |
| All | +125.4% | +1,833.2% | -1,707.8% | -43.6% |
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