-18.3%
WDAY vs GME
-19.1%
+0.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | -10.5% | +6.0% | -16.6% | -11.3% |
| 30D | +2.1% | +8.3% | -6.2% | +0.9% |
| 3M | +34.6% | -9.1% | +43.7% | +36.1% |
| 6M | +29.9% | -16.3% | +46.2% | +31.9% |
| YTD | -13.8% | +1.5% | -15.4% | -12.0% |
| 1Y | -18.3% | -16.3% | -1.9% | -16.9% |
| All | -18.3% | -19.1% | +0.8% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling