+144.0%
WDAY vs GME
+475.1%
-331.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +3.0% |
| 7D | +1.8% | +2.9% | -1.1% | +1.7% |
| 30D | +4.1% | -4.8% | +8.9% | +4.2% |
| 3M | -4.8% | +39.2% | -44.0% | -5.9% |
| 6M | +68.6% | +17.1% | +51.6% | +67.7% |
| YTD | -8.5% | +28.7% | -37.3% | -9.4% |
| 1Y | -12.1% | +23.3% | -35.4% | -12.8% |
| 3Y | -13.2% | +112.9% | -126.1% | -18.6% |
| 5Y | -33.7% | -48.8% | +15.1% | -36.5% |
| All | +144.0% | +475.1% | -331.1% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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