+1,023.6%
GS vs WDAY
+307.5%
+716.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.4% | +1.2% |
| 7D | +0.9% | -4.4% | +5.3% | +1.9% |
| 30D | -1.6% | +14.7% | -16.3% | -5.0% |
| 3M | -4.5% | +32.4% | -36.8% | -11.7% |
| 6M | +20.9% | +36.9% | -16.0% | +9.5% |
| YTD | +19.9% | -8.8% | +28.7% | +19.4% |
| 1Y | +41.4% | -15.3% | +56.7% | +42.8% |
| 3Y | +239.2% | -21.2% | +260.4% | +241.4% |
| 5Y | +185.0% | -29.5% | +214.5% | +185.5% |
| 10Y | +655.0% | +120.0% | +534.9% | +443.5% |
| All | +1,023.6% | +307.5% | +716.1% | +636.7% |
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 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