-15.8%
WDAY vs GIS
-40.4%
+24.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -4.8% | -8.1% | +3.3% | -2.8% |
| 30D | +2.5% | +5.3% | -2.8% | +1.2% |
| 3M | +8.8% | -10.5% | +19.3% | +11.5% |
| 6M | +60.7% | +1.8% | +58.9% | +62.7% |
| YTD | -11.2% | -22.9% | +11.7% | -9.7% |
| 1Y | -15.6% | -22.9% | +7.3% | -14.2% |
| All | -15.8% | -40.4% | +24.6% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling