-25.7%
WDAY vs GH
+355.8%
-381.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -6.1% | -2.1% | -4.0% | -6.0% |
| 30D | +3.7% | -4.5% | +8.1% | +3.9% |
| 3M | +29.6% | +28.9% | +0.7% | +26.8% |
| 6M | +23.3% | +76.5% | -53.2% | +17.3% |
| YTD | -13.3% | +57.6% | -70.9% | -16.9% |
| 1Y | -19.6% | +167.5% | -187.2% | -26.3% |
| 3Y | -25.7% | +377.4% | -403.1% | -37.7% |
| All | -25.7% | +355.8% | -381.5% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling