+112.2%
WDAY vs GPN
+28.2%
+84.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -5.2% | -4.6% | -0.6% | -2.9% |
| 30D | +5.9% | -0.3% | +6.2% | +6.5% |
| 3M | +42.3% | +35.4% | +6.8% | +23.1% |
| 6M | +34.7% | +21.7% | +13.1% | +21.9% |
| YTD | -13.5% | +14.9% | -28.4% | -20.2% |
| 1Y | -18.1% | +3.2% | -21.3% | -20.7% |
| 3Y | -26.4% | -27.1% | +0.8% | -18.6% |
| 5Y | -30.6% | -44.4% | +13.8% | -14.9% |
| All | +112.2% | +28.2% | +84.0% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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