+32.9%
WDAY vs GH
+467.1%
-434.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.5% |
| 7D | -5.2% | -2.5% | -2.7% | -4.7% |
| 30D | +5.9% | -4.7% | +10.6% | +6.6% |
| 3M | +42.3% | +20.2% | +22.0% | +36.1% |
| 6M | +34.7% | +78.8% | -44.1% | +17.9% |
| YTD | -13.5% | +54.1% | -67.6% | -22.3% |
| 1Y | -18.1% | +177.1% | -195.2% | -35.6% |
| 3Y | -26.4% | +371.6% | -398.0% | -52.3% |
| 5Y | -30.6% | +21.9% | -52.5% | -43.7% |
| All | +32.9% | +467.1% | -434.3% | -22.8% |
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