-18.3%
WDAY vs GSK
+22.9%
-41.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | -10.5% | -5.4% | -5.1% | -10.8% |
| 30D | +2.1% | -4.6% | +6.7% | +1.9% |
| 3M | +34.6% | -5.1% | +39.8% | +34.6% |
| 6M | +29.9% | -11.4% | +41.3% | +28.3% |
| YTD | -13.8% | +0.7% | -14.5% | -14.2% |
| 1Y | -18.3% | +23.0% | -41.3% | -14.9% |
| All | -18.3% | +22.9% | -41.2% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling