-26.4%
WDAY vs GNRC
+61.6%
-88.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.3% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | +5.9% | -15.7% | +21.7% | +6.2% |
| 3M | +42.3% | -27.3% | +69.6% | +42.3% |
| 6M | +34.7% | -12.1% | +46.8% | +31.7% |
| YTD | -13.5% | +37.1% | -50.7% | -21.6% |
| 1Y | -18.1% | -0.5% | -17.6% | -22.1% |
| 3Y | -26.4% | +61.5% | -87.9% | -36.5% |
| All | -26.4% | +61.6% | -88.0% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling