+212.2%
GLD vs WDAY
+127.1%
+85.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.9% |
| 7D | +4.9% | -4.0% | +8.9% | +5.0% |
| 30D | -1.3% | +1.9% | -3.3% | -1.3% |
| 3M | -4.8% | +5.9% | -10.6% | -4.9% |
| 6M | -12.5% | +48.8% | -61.3% | -13.1% |
| YTD | -4.2% | -11.4% | +7.2% | -3.7% |
| 1Y | +3.0% | -15.5% | +18.6% | +3.7% |
| 3Y | +109.1% | -15.6% | +124.7% | +109.4% |
| 5Y | +121.6% | -35.2% | +156.8% | +121.3% |
| 10Y | +212.2% | +123.9% | +88.4% | +199.9% |
| All | +212.2% | +127.1% | +85.1% | +199.9% |
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