+627.7%
GEV vs WDAY
-33.2%
+660.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +3.2% | -7.4% | +10.5% | +2.6% |
| 30D | -4.0% | +1.0% | -5.0% | -3.8% |
| 3M | +3.4% | +32.7% | -29.3% | +6.4% |
| 6M | +14.7% | +25.6% | -10.9% | +19.9% |
| YTD | +45.8% | -13.4% | +59.2% | +63.0% |
| 1Y | +57.4% | -19.4% | +76.7% | +78.3% |
| All | +627.7% | -33.2% | +660.8% | +776.4% |
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 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