-11.7%
WDAY vs GD
+54.3%
-66.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | -2.5% | -5.0% | +2.5% | -1.1% |
| 30D | +4.7% | +8.9% | -4.2% | +1.8% |
| 3M | +13.3% | -8.0% | +21.4% | +15.9% |
| 6M | +57.3% | +2.9% | +54.4% | +55.4% |
| YTD | -10.2% | +7.1% | -17.3% | -12.6% |
| 1Y | -14.1% | +5.9% | -20.0% | -16.1% |
| 3Y | -11.7% | +53.9% | -65.5% | -22.4% |
| All | -11.7% | +54.3% | -66.0% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling