+144.0%
WDAY vs PWR
+1,844.4%
-1,700.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | +1.8% | +11.3% | -9.5% | -0.5% |
| 30D | +4.1% | -8.9% | +12.9% | +5.1% |
| 3M | -4.8% | -10.5% | +5.7% | -4.1% |
| 6M | +68.6% | -22.2% | +90.8% | +73.4% |
| YTD | -8.5% | +42.7% | -51.3% | -24.8% |
| 1Y | -12.1% | +41.1% | -53.2% | -27.6% |
| 3Y | -13.2% | +242.7% | -255.9% | -52.2% |
| 5Y | -33.7% | +418.5% | -452.3% | -70.0% |
| All | +144.0% | +1,844.4% | -1,700.5% | -41.0% |
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