+282.1%
WDAY vs GNRC
+742.3%
-460.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.3% |
| 7D | -7.4% | +3.2% | -10.5% | -8.1% |
| 30D | +1.0% | -9.5% | +10.5% | +2.9% |
| 3M | +32.7% | -28.5% | +61.2% | +40.6% |
| 6M | +25.6% | -10.0% | +35.6% | +23.2% |
| YTD | -13.4% | +36.7% | -50.1% | -25.5% |
| 1Y | -19.4% | +2.6% | -21.9% | -25.5% |
| 3Y | -25.8% | +61.9% | -87.7% | -42.9% |
| 5Y | -31.1% | -59.0% | +27.9% | -26.2% |
| 10Y | +113.3% | +444.8% | -331.5% | +5.7% |
| All | +282.1% | +742.3% | -460.2% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling