+20.9%
GS vs WDAY
+35.8%
-14.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.4% | -0.5% |
| 7D | +0.9% | -4.4% | +5.3% | +0.5% |
| 30D | -1.6% | +14.7% | -16.3% | +0.3% |
| 3M | -4.5% | +32.4% | -36.8% | +0.5% |
| 6M | +20.9% | +36.9% | -16.0% | +31.3% |
| All | +20.9% | +35.8% | -14.9% | +31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling