+119.3%
WDAY vs GDDY
+381.9%
-262.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -2.0% |
| 7D | -10.5% | -7.0% | -3.5% | -7.3% |
| 30D | +2.1% | +6.2% | -4.1% | -0.7% |
| 3M | +34.6% | +20.0% | +14.6% | +22.3% |
| 6M | +29.9% | +6.8% | +23.1% | +25.1% |
| YTD | -13.8% | -22.3% | +8.5% | -4.0% |
| 1Y | -18.3% | -33.5% | +15.2% | -2.1% |
| 3Y | -26.2% | +29.2% | -55.4% | -38.2% |
| 5Y | -30.8% | +28.1% | -58.9% | -41.9% |
| 10Y | +112.2% | +200.2% | -88.0% | +38.0% |
| All | +119.3% | +381.9% | -262.6% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling