+137.4%
WDAY vs GSK
+103.7%
+33.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | -5.3% | -1.1% | -4.2% | -5.0% |
| 30D | +1.5% | +7.8% | -6.3% | -0.9% |
| 3M | +5.5% | +0.3% | +5.1% | +5.3% |
| 6M | +57.4% | +3.4% | +54.0% | +55.4% |
| YTD | -11.0% | +5.9% | -16.9% | -14.0% |
| 1Y | -15.8% | +8.2% | -24.0% | -19.3% |
| 3Y | -16.9% | +65.3% | -82.2% | -34.5% |
| 5Y | -35.3% | +43.3% | -78.6% | -46.6% |
| All | +137.4% | +103.7% | +33.7% | +70.3% |
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