+117.3%
WDAY vs GD
+190.3%
-73.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.6% |
| 7D | -4.4% | -5.3% | +0.9% | -2.0% |
| 30D | +14.7% | -6.4% | +21.2% | +18.1% |
| 3M | +32.4% | +5.7% | +26.7% | +28.9% |
| 6M | +36.9% | -0.9% | +37.8% | +36.8% |
| YTD | -8.8% | +8.2% | -17.0% | -12.7% |
| 1Y | -15.3% | +13.4% | -28.7% | -20.7% |
| 3Y | -21.2% | +68.5% | -89.7% | -39.8% |
| 5Y | -29.5% | +97.2% | -126.7% | -50.5% |
| All | +117.3% | +190.3% | -73.0% | +27.9% |
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