+903.9%
GS vs WDAY
+320.1%
+583.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.1% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | +3.9% | +6.8% | -3.0% | +2.3% |
| 3M | -11.4% | +17.8% | -29.3% | -15.3% |
| 6M | +3.7% | +57.8% | -54.1% | -8.8% |
| YTD | +7.1% | -6.0% | +13.1% | +5.7% |
| 1Y | +19.7% | -13.5% | +33.2% | +20.3% |
| 3Y | +202.8% | -7.6% | +210.4% | +193.1% |
| 5Y | +156.7% | -30.5% | +187.2% | +157.7% |
| 10Y | +548.7% | +143.9% | +404.9% | +355.9% |
| All | +903.9% | +320.1% | +583.9% | +552.2% |
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