+514.9%
GEV vs WDAY
-29.4%
+544.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -1.5% |
| 7D | +3.7% | +1.8% | +1.9% | +4.0% |
| 30D | -14.7% | +4.1% | -18.7% | -14.3% |
| 3M | -23.4% | -4.8% | -18.6% | -23.4% |
| 6M | -24.3% | +68.6% | -93.0% | -22.0% |
| YTD | +23.2% | -8.5% | +31.7% | +38.7% |
| 1Y | +44.2% | -12.1% | +56.3% | +63.4% |
| All | +514.9% | -29.4% | +544.3% | +645.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling