-13.2%
WDAY vs GM
+231.6%
-244.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +4.1% | +3.6% | +0.5% | +3.1% |
| 3M | -4.8% | -0.2% | -4.6% | -5.0% |
| 6M | +68.6% | +13.9% | +54.7% | +63.6% |
| YTD | -8.5% | +6.5% | -15.0% | -10.2% |
| 1Y | -12.1% | +20.7% | -32.8% | -16.5% |
| 3Y | -13.2% | +229.5% | -242.7% | -48.0% |
| All | -13.2% | +231.6% | -244.8% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling