-33.5%
WDAY vs GFS
-9.0%
-24.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -4.8% | +17.2% | -22.0% | -7.4% |
| 30D | +2.5% | -8.7% | +11.2% | +3.6% |
| 3M | +8.8% | -19.7% | +28.4% | +12.0% |
| 6M | +60.7% | -40.7% | +101.4% | +69.7% |
| YTD | -11.2% | +22.5% | -33.8% | -26.2% |
| 1Y | -15.6% | +25.2% | -40.8% | -30.4% |
| 3Y | -17.1% | -17.7% | +0.6% | -25.7% |
| 5Y | -35.7% | -23.5% | -12.2% | -43.9% |
| All | -33.5% | -9.0% | -24.5% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling