+40.6%
WDAY vs GH
+446.7%
-406.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.1% | +3.4% |
| 7D | +1.8% | +0.6% | +1.3% | +1.7% |
| 30D | +4.1% | -6.9% | +11.0% | +5.2% |
| 3M | -4.8% | -4.9% | +0.1% | -4.5% |
| 6M | +68.6% | +54.1% | +14.6% | +52.0% |
| YTD | -8.5% | +48.5% | -57.1% | -17.6% |
| 1Y | -12.1% | +61.2% | -73.3% | -22.3% |
| 3Y | -13.2% | +570.3% | -583.5% | -48.3% |
| 5Y | -33.7% | +46.1% | -79.9% | -48.5% |
| All | +40.6% | +446.7% | -406.1% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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