+111.5%
WDAY vs GSK
+80.0%
+31.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -10.5% | -5.4% | -5.1% | -8.9% |
| 30D | +2.1% | -4.6% | +6.7% | +3.7% |
| 3M | +34.6% | -5.1% | +39.8% | +37.0% |
| 6M | +29.9% | -11.4% | +41.3% | +34.2% |
| YTD | -13.8% | +0.7% | -14.5% | -15.3% |
| 1Y | -18.3% | +23.0% | -41.3% | -25.8% |
| 3Y | -26.2% | +48.0% | -74.1% | -39.3% |
| 5Y | -30.8% | +48.2% | -79.0% | -44.4% |
| All | +111.5% | +80.0% | +31.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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