+486.7%
GS vs WDAY
+128.9%
+357.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.3% | +0.4% |
| 7D | -3.2% | -2.5% | -0.7% | -2.7% |
| 30D | -2.4% | +4.7% | -7.1% | -3.5% |
| 3M | -15.7% | +13.3% | -29.0% | -18.7% |
| 6M | -6.8% | +57.3% | -64.1% | -18.2% |
| YTD | -0.1% | -10.2% | +10.1% | +0.1% |
| 1Y | +12.1% | -14.1% | +26.2% | +13.3% |
| 3Y | +185.8% | -11.7% | +197.5% | +179.8% |
| 5Y | +140.1% | -33.5% | +173.6% | +144.9% |
| All | +486.7% | +128.9% | +357.8% | +324.7% |
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