-17.5%
WDAY vs GRAB
-72.7%
+55.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.0% | +0.1% | -4.0% |
| 7D | -6.1% | -6.1% | 0.0% | -5.1% |
| 30D | +3.7% | -11.2% | +14.9% | +5.8% |
| 3M | +29.6% | -2.4% | +32.0% | +30.2% |
| 6M | +23.3% | -18.3% | +41.7% | +27.2% |
| YTD | -13.3% | -34.9% | +21.6% | -7.4% |
| 1Y | -19.6% | -37.4% | +17.7% | -14.1% |
| 3Y | -25.7% | -12.6% | -13.0% | -26.3% |
| 5Y | -31.6% | -69.7% | +38.2% | -29.0% |
| All | -17.5% | -72.7% | +55.2% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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