+620.7%
GEV vs WDAY
-29.7%
+650.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | -0.4% |
| 7D | +3.3% | -4.4% | +7.7% | +3.0% |
| 30D | -7.5% | +14.7% | -22.2% | -6.4% |
| 3M | -2.2% | +32.4% | -34.5% | +1.1% |
| 6M | +12.1% | +36.9% | -24.8% | +17.0% |
| YTD | +44.4% | -8.8% | +53.2% | +62.0% |
| 1Y | +57.7% | -15.3% | +73.0% | +79.4% |
| All | +620.7% | -29.7% | +650.4% | +771.2% |
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