-20.8%
WDAY vs GPC
-1.1%
-19.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | -4.4% | +1.2% | -5.6% | -4.6% |
| 30D | +14.7% | +6.0% | +8.8% | +13.4% |
| 3M | +32.4% | +42.6% | -10.3% | +25.0% |
| 6M | +36.9% | +22.8% | +14.1% | +32.8% |
| YTD | -8.8% | +15.5% | -24.3% | -11.0% |
| 1Y | -15.3% | +2.0% | -17.3% | -15.2% |
| All | -20.8% | -1.1% | -19.7% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling