-26.6%
WDAY vs GFI
+292.6%
-319.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.6% |
| 7D | -10.5% | -5.1% | -5.4% | -10.8% |
| 30D | +2.1% | +13.4% | -11.3% | +2.8% |
| 3M | +34.6% | +36.2% | -1.6% | +36.9% |
| 6M | +29.9% | -9.8% | +39.7% | +30.5% |
| YTD | -13.8% | +7.7% | -21.5% | -13.4% |
| 1Y | -18.3% | +27.2% | -45.5% | -18.0% |
| All | -26.6% | +292.6% | -319.2% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling