+36.9%
WDAY vs PWR
+9.4%
+27.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.0% |
| 7D | -4.4% | +3.6% | -8.0% | -2.5% |
| 30D | +14.7% | -8.6% | +23.3% | +10.0% |
| 3M | +32.4% | -13.2% | +45.5% | +26.3% |
| 6M | +36.9% | +9.9% | +27.0% | +44.4% |
| All | +36.9% | +9.4% | +27.5% | +44.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling