-31.5%
WDAY vs GFS
-11.4%
-20.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.5% |
| 7D | +1.8% | +7.4% | -5.5% | +0.5% |
| 30D | +4.1% | -15.3% | +19.3% | +6.6% |
| 3M | -4.8% | -21.1% | +16.3% | -1.7% |
| 6M | +68.6% | -44.5% | +113.1% | +80.8% |
| YTD | -8.5% | +19.2% | -27.8% | -23.6% |
| 1Y | -12.1% | +27.2% | -39.3% | -28.2% |
| 3Y | -13.2% | -20.1% | +6.9% | -21.8% |
| 5Y | -33.7% | -25.6% | -8.1% | -41.9% |
| All | -31.5% | -11.4% | -20.1% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling