+303.5%
WDAY vs GIS
+44.5%
+258.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.7% | +2.6% |
| 7D | +1.8% | -3.4% | +5.2% | +2.5% |
| 30D | +4.1% | +6.9% | -2.8% | +2.7% |
| 3M | -4.8% | -10.1% | +5.3% | -3.0% |
| 6M | +68.6% | +5.9% | +62.8% | +67.7% |
| YTD | -8.5% | -21.1% | +12.6% | -5.3% |
| 1Y | -12.1% | -22.5% | +10.4% | -8.8% |
| 3Y | -13.2% | -39.0% | +25.8% | -7.4% |
| 5Y | -33.7% | -33.3% | -0.4% | -31.2% |
| 10Y | +137.4% | -17.0% | +154.5% | +129.5% |
| All | +303.5% | +44.5% | +258.9% | +285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling