-15.5%
WDAY vs GSK
+64.8%
-80.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -5.3% | -1.1% | -4.2% | -5.2% |
| 30D | +1.5% | +7.8% | -6.3% | +0.5% |
| 3M | +5.5% | +0.3% | +5.1% | +5.3% |
| 6M | +57.4% | +3.4% | +54.0% | +57.0% |
| YTD | -11.0% | +5.9% | -16.9% | -12.6% |
| 1Y | -15.8% | +8.2% | -24.0% | -17.6% |
| All | -15.5% | +64.8% | -80.4% | -18.3% |
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 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