-31.1%
WDAY vs GSK
+47.3%
-78.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -7.4% | -3.6% | -3.8% | -6.7% |
| 30D | +1.0% | -5.9% | +6.9% | +2.2% |
| 3M | +32.7% | -4.3% | +36.9% | +33.9% |
| 6M | +25.6% | -10.8% | +36.4% | +28.0% |
| YTD | -13.4% | +1.8% | -15.2% | -14.7% |
| 1Y | -19.4% | +23.5% | -42.8% | -24.7% |
| 3Y | -25.8% | +49.5% | -75.3% | -35.7% |
| 5Y | -31.1% | +49.7% | -80.8% | -43.0% |
| All | -31.1% | +47.3% | -78.4% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling