+6.2%
WDAY vs GEHC
+6.6%
-0.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.8% | -4.1% |
| 7D | -6.1% | -5.2% | -0.9% | -4.8% |
| 30D | +3.7% | -7.0% | +10.7% | +5.8% |
| 3M | +29.6% | +3.3% | +26.3% | +28.9% |
| 6M | +23.3% | -10.0% | +33.3% | +25.9% |
| YTD | -13.3% | -18.5% | +5.2% | -9.5% |
| 1Y | -19.6% | -14.4% | -5.2% | -17.4% |
| 3Y | -25.7% | +3.4% | -29.1% | -29.2% |
| All | +6.2% | +6.6% | -0.4% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling