+152.0%
GE vs WDAY
+111.3%
+40.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -1.2% | -7.4% | +6.1% | -0.1% |
| 30D | -11.3% | +1.0% | -12.3% | -11.9% |
| 3M | -1.4% | +32.7% | -34.1% | -7.3% |
| 6M | +1.2% | +25.6% | -24.4% | -4.7% |
| YTD | +5.9% | -13.4% | +19.3% | +7.1% |
| 1Y | +18.4% | -19.4% | +37.8% | +21.0% |
| 3Y | +271.0% | -25.8% | +296.7% | +277.6% |
| 5Y | +417.9% | -31.1% | +449.0% | +420.9% |
| 10Y | +152.0% | +113.3% | +38.6% | +101.9% |
| All | +152.0% | +111.3% | +40.7% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling