-26.6%
WDAY vs GPN
-27.4%
+0.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.3% |
| 7D | -10.5% | -3.5% | -7.0% | -9.2% |
| 30D | +2.1% | +3.1% | -1.0% | +1.1% |
| 3M | +34.6% | +42.3% | -7.7% | +18.6% |
| 6M | +29.9% | +20.9% | +9.0% | +21.1% |
| YTD | -13.8% | +15.2% | -29.0% | -18.5% |
| 1Y | -18.3% | +5.4% | -23.7% | -20.5% |
| All | -26.6% | -27.4% | +0.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling