+131.0%
WDAY vs GD
+174.7%
-43.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -5.3% | +0.6% | -5.9% | -5.6% |
| 30D | +1.5% | +9.5% | -7.9% | -2.6% |
| 3M | +5.5% | -5.8% | +11.3% | +7.9% |
| 6M | +57.4% | +7.7% | +49.7% | +51.4% |
| YTD | -11.0% | +11.1% | -22.0% | -16.0% |
| 1Y | -15.8% | +6.1% | -21.9% | -18.9% |
| 3Y | -16.9% | +59.8% | -76.7% | -34.9% |
| 5Y | -35.3% | +104.6% | -139.9% | -55.5% |
| 10Y | +131.0% | +170.5% | -39.5% | +46.0% |
| All | +131.0% | +174.7% | -43.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling