-15.3%
WDAY vs GM
+53.0%
-68.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.5% |
| 7D | -4.4% | +1.9% | -6.3% | -4.5% |
| 30D | +14.7% | -1.4% | +16.1% | +14.8% |
| 3M | +32.4% | +5.9% | +26.5% | +32.5% |
| 6M | +36.9% | +12.4% | +24.5% | +36.9% |
| YTD | -8.8% | +8.6% | -17.5% | -7.9% |
| 1Y | -15.3% | +52.6% | -67.9% | -20.2% |
| All | -15.3% | +53.0% | -68.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling