+104.1%
GLD vs WDAY
-33.9%
+138.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.9% | +0.2% |
| 7D | -4.6% | +1.8% | -6.4% | -4.6% |
| 30D | -5.5% | +4.1% | -9.5% | -5.5% |
| 3M | -10.9% | -4.8% | -6.1% | -10.9% |
| 6M | -17.4% | +68.6% | -86.1% | -17.4% |
| YTD | -10.3% | -8.5% | -1.8% | -9.3% |
| 1Y | -7.2% | -12.1% | +4.9% | -6.0% |
| 3Y | +96.9% | -13.2% | +110.1% | +97.7% |
| All | +104.1% | -33.9% | +138.0% | +101.8% |
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