+302.1%
WDAY vs GSK
+116.7%
+185.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.7% |
| 7D | -4.4% | -1.8% | -2.5% | -3.7% |
| 30D | +14.7% | -2.2% | +16.9% | +15.7% |
| 3M | +32.4% | -1.8% | +34.2% | +33.2% |
| 6M | +36.9% | -10.6% | +47.5% | +41.5% |
| YTD | -8.8% | +4.4% | -13.3% | -11.8% |
| 1Y | -15.3% | +30.4% | -45.7% | -25.8% |
| 3Y | -21.2% | +60.1% | -81.3% | -38.8% |
| 5Y | -29.5% | +46.8% | -76.3% | -44.1% |
| 10Y | +120.0% | +79.2% | +40.8% | +53.6% |
| All | +302.1% | +116.7% | +185.4% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling