+144.0%
WDAY vs GRMN
+628.7%
-484.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.5% |
| 7D | +1.8% | -0.9% | +2.7% | +2.2% |
| 30D | +4.1% | +1.2% | +2.9% | +3.2% |
| 3M | -4.8% | -8.9% | +4.1% | -1.3% |
| 6M | +68.6% | +23.0% | +45.6% | +51.5% |
| YTD | -8.5% | +41.2% | -49.8% | -24.4% |
| 1Y | -12.1% | +47.5% | -59.6% | -28.9% |
| 3Y | -13.2% | +155.8% | -168.9% | -52.4% |
| 5Y | -33.7% | +120.2% | -153.9% | -61.3% |
| All | +144.0% | +628.7% | -484.7% | -23.7% |
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