+112.2%
WDAY vs GDDY
+207.2%
-95.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | -0.7% |
| 7D | -5.2% | -3.2% | -2.0% | -3.5% |
| 30D | +5.9% | +6.8% | -0.9% | +2.1% |
| 3M | +42.3% | +30.5% | +11.8% | +20.6% |
| 6M | +34.7% | +13.3% | +21.4% | +24.1% |
| YTD | -13.5% | -21.0% | +7.4% | -3.0% |
| 1Y | -18.1% | -34.0% | +15.9% | +1.8% |
| 3Y | -26.4% | +33.1% | -59.4% | -43.1% |
| 5Y | -30.6% | +30.3% | -60.9% | -46.2% |
| All | +112.2% | +207.2% | -95.0% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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