-27.5%
WDAY vs GTLB
-49.4%
+21.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.1% | +2.8% |
| 7D | +1.8% | -0.7% | +2.6% | +2.1% |
| 30D | +4.1% | -10.2% | +14.3% | +7.1% |
| 3M | -4.8% | +10.1% | -14.9% | -7.9% |
| 6M | +68.6% | +116.5% | -47.8% | +37.0% |
| YTD | -8.5% | +27.2% | -35.7% | -15.6% |
| 1Y | -12.1% | +8.6% | -20.7% | -16.2% |
| 3Y | -13.2% | +5.6% | -18.8% | -21.4% |
| 5Y | -33.7% | -61.8% | +28.1% | -38.7% |
| All | -27.5% | -49.4% | +21.8% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling