+136.8%
WDAY vs GRMN
+636.8%
-500.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.9% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | +2.5% | +3.5% | -1.1% | +0.6% |
| 3M | +8.8% | -7.3% | +16.1% | +12.0% |
| 6M | +60.7% | +21.8% | +38.9% | +45.1% |
| YTD | -11.2% | +42.8% | -54.0% | -26.9% |
| 1Y | -15.6% | +46.5% | -62.1% | -31.5% |
| 3Y | -17.1% | +158.3% | -175.4% | -54.8% |
| 5Y | -35.7% | +122.6% | -158.3% | -62.6% |
| All | +136.8% | +636.8% | -500.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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