+111.5%
WDAY vs GRMN
+646.1%
-534.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.5% | -1.8% | -8.8% | -9.8% |
| 30D | +2.1% | -12.1% | +14.2% | +8.2% |
| 3M | +34.6% | +18.0% | +16.7% | +24.4% |
| 6M | +29.9% | +13.7% | +16.2% | +20.7% |
| YTD | -13.8% | +35.3% | -49.1% | -26.9% |
| 1Y | -18.3% | +17.2% | -35.5% | -26.2% |
| 3Y | -26.2% | +179.6% | -205.8% | -61.8% |
| 5Y | -30.8% | +75.6% | -106.4% | -54.0% |
| All | +111.5% | +646.1% | -534.6% | -33.9% |
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