+111.5%
WDAY vs GIS
-19.3%
+130.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | 0.0% |
| 7D | -10.5% | -8.4% | -2.1% | -9.3% |
| 30D | +2.1% | -5.2% | +7.3% | +3.1% |
| 3M | +34.6% | +8.2% | +26.5% | +33.9% |
| 6M | +29.9% | -12.0% | +41.9% | +31.9% |
| YTD | -13.8% | -18.9% | +5.0% | -11.8% |
| 1Y | -18.3% | -23.6% | +5.3% | -15.9% |
| 3Y | -26.2% | -37.6% | +11.5% | -22.8% |
| 5Y | -30.8% | -25.2% | -5.6% | -30.0% |
| All | +111.5% | -19.3% | +130.8% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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