+282.1%
WDAY vs GFI
+480.3%
-198.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -7.4% | +4.7% | -12.1% | -7.4% |
| 30D | +1.0% | +14.4% | -13.4% | +0.8% |
| 3M | +32.7% | +32.5% | +0.2% | +32.1% |
| 6M | +25.6% | -7.2% | +32.7% | +25.7% |
| YTD | -13.4% | +10.9% | -24.2% | -13.9% |
| 1Y | -19.4% | +35.5% | -54.8% | -20.3% |
| 3Y | -25.8% | +312.1% | -337.9% | -29.3% |
| 5Y | -31.1% | +524.6% | -555.7% | -35.4% |
| 10Y | +113.3% | +1,092.7% | -979.4% | +106.9% |
| All | +282.1% | +480.3% | -198.2% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling