-30.4%
WDAY vs GD
+102.1%
-132.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.5% | +2.9% |
| 7D | -1.2% | +3.0% | -4.2% | -2.4% |
| 30D | +6.8% | +10.5% | -3.7% | +2.7% |
| 3M | +17.8% | -5.0% | +22.8% | +19.9% |
| 6M | +57.8% | +5.5% | +52.3% | +54.0% |
| YTD | -6.0% | +10.3% | -16.4% | -10.3% |
| 1Y | -13.5% | +8.2% | -21.7% | -16.8% |
| 3Y | -7.6% | +59.0% | -66.6% | -26.0% |
| All | -30.4% | +102.1% | -132.5% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling