+314.5%
WDAY vs GD
+655.1%
-340.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.5% | +3.2% |
| 7D | -1.2% | +3.0% | -4.2% | -2.8% |
| 30D | +6.8% | +10.5% | -3.7% | +1.6% |
| 3M | +17.8% | -5.0% | +22.8% | +20.4% |
| 6M | +57.8% | +5.5% | +52.3% | +52.8% |
| YTD | -6.0% | +10.3% | -16.4% | -11.6% |
| 1Y | -13.5% | +8.2% | -21.7% | -17.9% |
| 3Y | -7.6% | +59.0% | -66.6% | -28.9% |
| 5Y | -30.5% | +104.3% | -134.8% | -53.8% |
| 10Y | +143.9% | +202.4% | -58.6% | +21.0% |
| All | +314.5% | +655.1% | -340.6% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling