-13.5%
WDAY vs GM
+37.1%
-50.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.7% | +1.7% |
| 7D | -1.2% | +12.1% | -13.3% | -1.8% |
| 30D | +6.8% | +15.2% | -8.4% | +5.8% |
| 3M | +17.8% | +4.9% | +13.0% | +17.9% |
| 6M | +57.8% | +22.6% | +35.2% | +58.8% |
| YTD | -6.0% | +14.4% | -20.4% | -3.4% |
| 1Y | -13.5% | +39.4% | -53.0% | -20.7% |
| All | -13.5% | +37.1% | -50.6% | -20.7% |
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