+112.2%
WDAY vs GNRC
+448.8%
-336.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.4% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | +5.9% | -15.7% | +21.7% | +9.8% |
| 3M | +42.3% | -27.3% | +69.6% | +50.5% |
| 6M | +34.7% | -12.1% | +46.8% | +32.8% |
| YTD | -13.5% | +37.1% | -50.7% | -26.4% |
| 1Y | -18.1% | -0.5% | -17.6% | -24.1% |
| 3Y | -26.4% | +61.5% | -87.9% | -44.5% |
| 5Y | -30.6% | -58.6% | +28.0% | -24.2% |
| All | +112.2% | +448.8% | -336.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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