+112.2%
WDAY vs GME
+285.6%
-173.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.2% |
| 7D | -5.2% | +10.4% | -15.5% | -5.5% |
| 30D | +5.9% | +14.1% | -8.1% | +5.5% |
| 3M | +42.3% | -4.6% | +46.9% | +42.4% |
| 6M | +34.7% | -13.5% | +48.3% | +35.2% |
| YTD | -13.5% | +5.3% | -18.9% | -13.7% |
| 1Y | -18.1% | -14.9% | -3.2% | -17.8% |
| 3Y | -26.4% | +24.3% | -50.6% | -29.8% |
| 5Y | -30.6% | -55.6% | +25.0% | -33.2% |
| All | +112.2% | +285.6% | -173.4% | +43.0% |
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