-26.2%
WDAY vs GFS
-21.4%
-4.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -7.4% | +4.5% | -11.9% | -7.6% |
| 30D | +1.0% | -8.2% | +9.2% | +1.4% |
| 3M | +32.7% | -38.9% | +71.5% | +35.8% |
| 6M | +25.6% | -2.9% | +28.5% | +17.0% |
| YTD | -13.4% | +31.8% | -45.2% | -26.0% |
| 1Y | -19.4% | +43.1% | -62.5% | -32.8% |
| All | -26.2% | -21.4% | -4.8% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling