-25.7%
WDAY vs GRMN
+182.7%
-208.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.8% |
| 7D | -6.1% | +0.2% | -6.3% | -6.1% |
| 30D | +3.7% | -11.3% | +15.0% | +6.4% |
| 3M | +29.6% | +17.7% | +11.9% | +25.4% |
| 6M | +23.3% | +14.2% | +9.2% | +19.7% |
| YTD | -13.3% | +37.0% | -50.3% | -19.6% |
| 1Y | -19.6% | +17.0% | -36.6% | -23.1% |
| 3Y | -25.7% | +183.2% | -208.9% | -37.1% |
| All | -25.7% | +182.7% | -208.3% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling