-34.1%
WDAY vs GPC
+3.6%
-37.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.2% |
| 7D | -2.5% | +1.6% | -4.1% | -2.9% |
| 30D | +4.7% | -2.1% | +6.8% | +5.1% |
| 3M | +13.3% | -6.8% | +20.1% | +15.6% |
| 6M | +57.3% | +18.6% | +38.7% | +49.6% |
| YTD | -10.2% | +2.7% | -12.9% | -11.6% |
| 1Y | -14.1% | +1.8% | -15.9% | -15.3% |
| 3Y | -11.7% | +1.1% | -12.7% | -17.3% |
| All | -34.1% | +3.6% | -37.7% | -43.1% |
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