-31.1%
WDAY vs GME
-55.8%
+24.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -0.5% |
| 7D | -7.4% | +4.8% | -12.2% | -7.7% |
| 30D | +1.0% | +5.9% | -4.8% | +0.6% |
| 3M | +32.7% | -10.7% | +43.4% | +33.6% |
| 6M | +25.6% | -19.8% | +45.4% | +27.2% |
| YTD | -13.4% | -0.9% | -12.4% | -13.5% |
| 1Y | -19.4% | -15.7% | -3.7% | -18.7% |
| 3Y | -25.8% | +12.3% | -38.1% | -35.5% |
| 5Y | -31.1% | -60.1% | +29.0% | -39.1% |
| All | -31.1% | -55.8% | +24.7% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling