-31.0%
WDAY vs GH
+23.1%
-54.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -6.1% | -2.1% | -4.0% | -5.8% |
| 30D | +3.7% | -4.5% | +8.1% | +4.2% |
| 3M | +29.6% | +28.9% | +0.7% | +23.3% |
| 6M | +23.3% | +76.5% | -53.2% | +10.3% |
| YTD | -13.3% | +57.6% | -70.9% | -21.2% |
| 1Y | -19.6% | +167.5% | -187.2% | -34.3% |
| 3Y | -25.7% | +377.4% | -403.1% | -48.5% |
| All | -31.0% | +23.1% | -54.1% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling