+136.8%
WDAY vs GD
+165.4%
-28.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.2% |
| 7D | -4.8% | +1.9% | -6.6% | -5.6% |
| 30D | +2.5% | +9.2% | -6.7% | -1.7% |
| 3M | +8.8% | -7.5% | +16.2% | +12.2% |
| 6M | +60.7% | +5.8% | +54.9% | +55.8% |
| YTD | -11.2% | +9.8% | -21.0% | -15.9% |
| 1Y | -15.6% | +5.8% | -21.4% | -18.7% |
| 3Y | -17.1% | +58.0% | -75.1% | -34.7% |
| 5Y | -35.7% | +100.4% | -136.1% | -55.4% |
| All | +136.8% | +165.4% | -28.7% | +47.9% |
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