-24.3%
GEV vs WDAY
+70.0%
-94.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -0.8% |
| 7D | +3.7% | +1.8% | +1.9% | +4.5% |
| 30D | -14.7% | +4.1% | -18.7% | -13.2% |
| 3M | -23.4% | -4.8% | -18.6% | -23.7% |
| 6M | -24.3% | +68.6% | -93.0% | -3.7% |
| All | -24.3% | +70.0% | -94.3% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling