+139.2%
GLD vs WDAY
+307.5%
-168.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.5% | -0.8% |
| 7D | -0.5% | -4.4% | +3.8% | -0.5% |
| 30D | +4.4% | +14.7% | -10.3% | +4.4% |
| 3M | -1.1% | +32.4% | -33.5% | -1.1% |
| 6M | -13.8% | +36.9% | -50.7% | -13.7% |
| YTD | +2.6% | -8.8% | +11.5% | +3.0% |
| 1Y | +24.5% | -15.3% | +39.8% | +25.0% |
| 3Y | +125.8% | -21.2% | +147.1% | +126.5% |
| 5Y | +137.8% | -29.5% | +167.3% | +137.0% |
| 10Y | +221.4% | +120.0% | +101.3% | +228.5% |
| All | +139.2% | +307.5% | -168.3% | +152.2% |
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