+292.6%
WDAY vs GAP
-7.3%
+299.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.5% |
| 7D | -5.3% | -9.3% | +4.1% | -3.8% |
| 30D | +1.5% | -5.5% | +7.0% | +2.4% |
| 3M | +5.5% | +3.5% | +2.0% | +4.5% |
| 6M | +57.4% | +0.7% | +56.7% | +55.6% |
| YTD | -11.0% | -13.4% | +2.4% | -10.5% |
| 1Y | -15.8% | -7.7% | -8.1% | -16.4% |
| 3Y | -16.9% | +74.4% | -91.3% | -30.2% |
| 5Y | -35.3% | +5.3% | -40.6% | -44.0% |
| 10Y | +131.0% | +4.7% | +126.4% | +73.3% |
| All | +292.6% | -7.3% | +299.9% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling