-25.7%
WDAY vs GSK
+53.4%
-79.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -4.5% |
| 7D | -6.1% | -4.2% | -1.9% | -5.6% |
| 30D | +3.7% | -7.5% | +11.2% | +4.7% |
| 3M | +29.6% | -3.3% | +32.9% | +30.3% |
| 6M | +23.3% | -9.3% | +32.7% | +24.5% |
| YTD | -13.3% | +1.6% | -14.9% | -14.4% |
| 1Y | -19.6% | +25.5% | -45.1% | -24.3% |
| 3Y | -25.7% | +49.3% | -74.9% | -34.0% |
| All | -25.7% | +53.4% | -79.1% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling