+302.1%
WDAY vs GPC
+236.9%
+65.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.8% |
| 7D | -4.4% | +1.2% | -5.6% | -4.8% |
| 30D | +14.7% | +6.0% | +8.8% | +12.4% |
| 3M | +32.4% | +42.6% | -10.3% | +16.1% |
| 6M | +36.9% | +22.8% | +14.1% | +26.2% |
| YTD | -8.8% | +15.5% | -24.3% | -14.8% |
| 1Y | -15.3% | +2.0% | -17.3% | -17.1% |
| 3Y | -21.2% | -1.4% | -19.8% | -24.6% |
| 5Y | -29.5% | +30.6% | -60.1% | -40.5% |
| 10Y | +120.0% | +80.6% | +39.4% | +53.5% |
| All | +302.1% | +236.9% | +65.2% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling