-31.1%
WDAY vs GRMN
+75.7%
-106.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.3% |
| 7D | -7.4% | -1.4% | -6.0% | -6.9% |
| 30D | +1.0% | -13.1% | +14.1% | +6.3% |
| 3M | +32.7% | +14.9% | +17.7% | +25.8% |
| 6M | +25.6% | +13.1% | +12.5% | +18.9% |
| YTD | -13.4% | +35.3% | -48.7% | -24.2% |
| 1Y | -19.4% | +16.0% | -35.4% | -25.3% |
| 3Y | -25.8% | +179.6% | -205.4% | -60.0% |
| 5Y | -31.1% | +75.0% | -106.1% | -57.8% |
| All | -31.1% | +75.7% | -106.8% | -57.8% |
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