-35.1%
WDAY vs GRMN
+122.1%
-157.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -4.6% | +6.3% | -10.9% | -6.8% |
| 30D | +1.2% | +7.6% | -6.3% | -1.7% |
| 3M | +2.6% | -7.5% | +10.0% | +5.2% |
| 6M | +47.8% | +21.2% | +26.5% | +36.4% |
| YTD | -12.1% | +44.0% | -56.1% | -25.3% |
| 1Y | -17.1% | +44.7% | -61.9% | -29.8% |
| 3Y | -17.9% | +160.5% | -178.4% | -53.8% |
| 5Y | -35.1% | +124.6% | -159.7% | -61.7% |
| All | -35.1% | +122.1% | -157.2% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling