-18.3%
WDAY vs GEHC
-18.2%
0.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -10.5% | -7.9% | -2.7% | -8.5% |
| 30D | +2.1% | -11.7% | +13.8% | +5.7% |
| 3M | +34.6% | +0.8% | +33.8% | +35.6% |
| 6M | +29.9% | -11.6% | +41.5% | +32.5% |
| YTD | -13.8% | -21.6% | +7.7% | -10.4% |
| 1Y | -18.3% | -15.3% | -3.0% | -16.3% |
| All | -18.3% | -18.2% | 0.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling