-26.2%
WDAY vs GAP
+108.0%
-134.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +0.3% |
| 7D | -7.4% | -3.2% | -4.2% | -7.1% |
| 30D | +1.0% | -0.7% | +1.7% | +1.0% |
| 3M | +32.7% | -0.5% | +33.1% | +32.5% |
| 6M | +25.6% | -5.0% | +30.6% | +24.8% |
| YTD | -13.4% | -14.7% | +1.3% | -12.9% |
| 1Y | -19.4% | -8.6% | -10.7% | -19.9% |
| All | -26.2% | +108.0% | -134.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling