+302.1%
WDAY vs GAP
-4.1%
+306.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | -4.4% | -4.5% | +0.1% | -3.6% |
| 30D | +14.7% | +9.0% | +5.7% | +13.1% |
| 3M | +32.4% | +5.0% | +27.4% | +31.2% |
| 6M | +36.9% | -17.8% | +54.7% | +39.4% |
| YTD | -8.8% | -10.4% | +1.6% | -8.6% |
| 1Y | -15.3% | -3.4% | -11.9% | -16.5% |
| 3Y | -21.2% | +111.5% | -132.7% | -36.2% |
| 5Y | -29.5% | +8.8% | -38.3% | -39.4% |
| 10Y | +120.0% | +32.9% | +87.1% | +57.7% |
| All | +302.1% | -4.1% | +306.2% | +210.4% |
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