-28.6%
WDAY vs GPC
+30.9%
-59.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | -4.4% | +1.2% | -5.6% | -4.7% |
| 30D | +14.7% | +6.0% | +8.8% | +12.8% |
| 3M | +32.4% | +42.6% | -10.3% | +19.5% |
| 6M | +36.9% | +22.8% | +14.1% | +28.9% |
| YTD | -8.8% | +15.5% | -24.3% | -13.3% |
| 1Y | -15.3% | +2.0% | -17.3% | -16.0% |
| 3Y | -21.2% | -1.4% | -19.8% | -23.4% |
| All | -28.6% | +30.9% | -59.5% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling