+112.2%
WDAY vs GM
+240.0%
-127.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -5.2% | -2.4% | -2.7% | -4.4% |
| 30D | +5.9% | -1.1% | +7.0% | +6.3% |
| 3M | +42.3% | +6.1% | +36.1% | +39.5% |
| 6M | +34.7% | +15.0% | +19.8% | +27.7% |
| YTD | -13.5% | +6.0% | -19.5% | -16.2% |
| 1Y | -18.1% | +47.1% | -65.2% | -29.0% |
| 3Y | -26.4% | +170.5% | -196.9% | -49.9% |
| 5Y | -30.6% | +80.5% | -111.1% | -48.0% |
| All | +112.2% | +240.0% | -127.8% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling