-30.6%
WDAY vs GFI
+524.1%
-554.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -5.2% | -4.9% | -0.3% | -5.0% |
| 30D | +5.9% | +10.7% | -4.8% | +5.6% |
| 3M | +42.3% | +25.6% | +16.6% | +41.4% |
| 6M | +34.7% | -8.3% | +43.0% | +35.0% |
| YTD | -13.5% | +6.3% | -19.8% | -14.5% |
| 1Y | -18.1% | +22.1% | -40.2% | -20.1% |
| 3Y | -26.4% | +289.2% | -315.6% | -36.8% |
| All | -30.6% | +524.1% | -554.7% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling