-30.8%
WDAY vs GM
+84.5%
-115.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.3% |
| 7D | -10.5% | -1.1% | -9.5% | -10.3% |
| 30D | +2.1% | -3.4% | +5.5% | +3.1% |
| 3M | +34.6% | +8.7% | +26.0% | +31.3% |
| 6M | +29.9% | +15.4% | +14.5% | +23.3% |
| YTD | -13.8% | +6.6% | -20.4% | -16.4% |
| 1Y | -18.3% | +51.5% | -69.8% | -29.8% |
| 3Y | -26.2% | +169.3% | -195.5% | -50.8% |
| 5Y | -30.8% | +81.6% | -112.4% | -51.6% |
| All | -30.8% | +84.5% | -115.3% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling