-15.3%
WDAY vs GTLB
+14.4%
-29.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.4% | -5.9% |
| 7D | -4.4% | +11.1% | -15.4% | -9.9% |
| 30D | +14.7% | +37.8% | -23.1% | -3.5% |
| 3M | +32.4% | +61.6% | -29.2% | +2.6% |
| 6M | +36.9% | +98.9% | -62.0% | -4.5% |
| YTD | -8.8% | +32.8% | -41.6% | -31.1% |
| 1Y | -15.3% | +14.7% | -29.9% | -34.6% |
| All | -15.3% | +14.4% | -29.7% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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