+54.8%
GDX vs WDAY
-15.6%
+70.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -2.8% |
| 7D | -0.4% | -4.4% | +4.0% | -0.9% |
| 30D | +18.6% | +14.7% | +3.9% | +21.0% |
| 3M | +14.9% | +32.4% | -17.5% | +19.5% |
| 6M | -6.3% | +36.9% | -43.1% | -0.2% |
| YTD | +15.7% | -8.8% | +24.6% | +25.5% |
| 1Y | +54.8% | -15.3% | +70.1% | +67.4% |
| All | +54.8% | -15.6% | +70.4% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 1y: compounded portfolio wealth divided by compounded WDAY 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…
1y analysis · Full analysis span regression · 6 months rolling