+123.9%
WDAY vs GPC
+93.7%
+30.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.2% |
| 7D | -4.0% | +0.8% | -4.8% | -4.3% |
| 30D | +1.9% | -1.1% | +3.0% | +2.1% |
| 3M | +5.9% | -6.6% | +12.5% | +8.1% |
| 6M | +48.8% | +22.2% | +26.6% | +38.9% |
| YTD | -11.4% | +5.1% | -16.5% | -14.0% |
| 1Y | -15.5% | +2.8% | -18.3% | -17.5% |
| 3Y | -15.6% | +2.4% | -18.0% | -20.1% |
| 5Y | -35.2% | +7.8% | -43.0% | -40.1% |
| 10Y | +123.9% | +87.2% | +36.6% | +70.2% |
| All | +123.9% | +93.7% | +30.1% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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