+18.1%
WDAY vs GGLL
+328.7%
-310.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -5.0% |
| 7D | -4.4% | -4.8% | +0.4% | -3.5% |
| 30D | +14.7% | -13.7% | +28.4% | +17.8% |
| 3M | +32.4% | -21.9% | +54.2% | +37.1% |
| 6M | +36.9% | +11.7% | +25.2% | +30.2% |
| YTD | -8.8% | +2.3% | -11.1% | -12.1% |
| 1Y | -15.3% | +76.2% | -91.5% | -28.6% |
| 3Y | -21.2% | +245.0% | -266.2% | -50.8% |
| All | +18.1% | +328.7% | -310.6% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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