+40.1%
WDAY vs GH
+481.7%
-441.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | +14.7% | -1.1% | +15.8% | +14.7% |
| 3M | +32.4% | +21.3% | +11.1% | +26.4% |
| 6M | +36.9% | +73.5% | -36.6% | +20.5% |
| YTD | -8.8% | +58.0% | -66.9% | -18.5% |
| 1Y | -15.3% | +163.1% | -178.3% | -32.6% |
| 3Y | -21.2% | +361.0% | -382.2% | -48.6% |
| 5Y | -29.5% | +22.5% | -52.0% | -42.8% |
| All | +40.1% | +481.7% | -441.6% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling