+119.1%
GLD vs WDAY
+301.5%
-182.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.8% |
| 7D | +4.7% | -2.5% | +7.2% | +4.7% |
| 30D | -0.9% | +4.7% | -5.6% | -0.9% |
| 3M | -4.4% | +13.3% | -17.7% | -4.4% |
| 6M | -13.6% | +57.3% | -70.9% | -13.6% |
| YTD | -6.0% | -10.2% | +4.2% | -5.7% |
| 1Y | +1.8% | -14.1% | +15.8% | +2.2% |
| 3Y | +103.2% | -11.7% | +114.8% | +103.5% |
| 5Y | +119.3% | -33.5% | +152.8% | +118.6% |
| 10Y | +199.5% | +133.1% | +66.4% | +206.8% |
| All | +119.1% | +301.5% | -182.4% | +130.9% |
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 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