+303.4%
GE vs WDAY
+297.8%
+5.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +4.0% | -5.3% | +9.3% | +4.9% |
| 30D | +11.1% | +1.5% | +9.5% | +10.6% |
| 3M | -6.7% | +5.5% | -12.2% | -8.3% |
| 6M | +14.3% | +57.4% | -43.2% | +4.0% |
| YTD | +11.7% | -11.0% | +22.7% | +11.6% |
| 1Y | +10.9% | -15.8% | +26.7% | +11.8% |
| 3Y | +279.0% | -16.9% | +295.9% | +275.5% |
| 5Y | +427.0% | -35.3% | +462.2% | +433.3% |
| 10Y | +158.6% | +131.0% | +27.5% | +103.0% |
| All | +303.4% | +297.8% | +5.6% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling