-25.7%
WDAY vs GME
+4.1%
-29.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -4.8% |
| 7D | -6.1% | +0.4% | -6.5% | -6.1% |
| 30D | +3.7% | -1.4% | +5.1% | +3.7% |
| 3M | +29.6% | -15.1% | +44.7% | +30.2% |
| 6M | +23.3% | -22.5% | +45.8% | +24.1% |
| YTD | -13.3% | -5.9% | -7.3% | -13.1% |
| 1Y | -19.6% | -18.6% | -1.0% | -19.3% |
| 3Y | -25.7% | +6.7% | -32.3% | -29.7% |
| All | -25.7% | +4.1% | -29.8% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling