+284.1%
GE vs WDAY
-21.0%
+305.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.3% |
| 7D | -1.6% | -4.4% | +2.8% | -1.5% |
| 30D | -11.6% | +14.7% | -26.3% | -12.2% |
| 3M | +3.0% | +32.4% | -29.4% | +1.5% |
| 6M | -0.5% | +36.9% | -37.4% | -1.9% |
| YTD | +9.7% | -8.8% | +18.6% | +15.1% |
| 1Y | +20.0% | -15.3% | +35.3% | +27.1% |
| All | +284.1% | -21.0% | +305.0% | +284.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling