-21.8%
WDAY vs PWR
+201.3%
-223.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.3% |
| 7D | -4.4% | +3.6% | -8.0% | -4.2% |
| 30D | +14.7% | -8.6% | +23.3% | +14.3% |
| 3M | +32.4% | -13.2% | +45.5% | +33.1% |
| 6M | +36.9% | +9.9% | +27.0% | +33.4% |
| YTD | -8.8% | +48.0% | -56.9% | -15.7% |
| 1Y | -15.3% | +66.2% | -81.5% | -23.7% |
| All | -21.8% | +201.3% | -223.2% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling