-18.3%
WDAY vs GH
+172.3%
-190.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.4% |
| 7D | -10.5% | -1.2% | -9.3% | -10.5% |
| 30D | +2.1% | -3.7% | +5.8% | +2.2% |
| 3M | +34.6% | +21.7% | +13.0% | +32.2% |
| 6M | +29.9% | +75.7% | -45.8% | +22.9% |
| YTD | -13.8% | +55.7% | -69.5% | -17.7% |
| 1Y | -18.3% | +181.1% | -199.4% | -28.1% |
| All | -18.3% | +172.3% | -190.6% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling