-31.8%
WDAY vs GLXY
+15.1%
-46.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.6% | -4.8% |
| 7D | -6.1% | +15.5% | -21.5% | -5.9% |
| 30D | +3.7% | +34.1% | -30.4% | +4.1% |
| 3M | +29.6% | -11.3% | +40.9% | +31.1% |
| 6M | +23.3% | +31.6% | -8.3% | +21.5% |
| YTD | -13.3% | +21.0% | -34.2% | -14.8% |
| 1Y | -19.6% | +11.7% | -31.3% | -20.4% |
| All | -31.8% | +15.1% | -46.9% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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