+211.8%
GLD vs WDAY
+133.1%
+78.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.1% |
| 7D | -2.0% | -5.3% | +3.3% | -1.9% |
| 30D | -4.4% | +1.5% | -6.0% | -4.5% |
| 3M | -8.9% | +5.5% | -14.4% | -9.0% |
| 6M | -16.0% | +57.4% | -73.4% | -16.6% |
| YTD | -7.9% | -11.0% | +3.1% | -7.4% |
| 1Y | -3.9% | -15.8% | +11.9% | -3.2% |
| 3Y | +103.4% | -16.9% | +120.3% | +103.8% |
| 5Y | +109.7% | -35.3% | +145.0% | +109.5% |
| 10Y | +211.8% | +131.0% | +80.8% | +201.4% |
| All | +211.8% | +133.1% | +78.7% | +201.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling