-31.5%
WDAY vs GTLB
-50.1%
+18.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -5.2% | -5.7% | +0.5% | -3.6% |
| 30D | +5.9% | +15.1% | -9.2% | +1.7% |
| 3M | +42.3% | +65.5% | -23.2% | +24.0% |
| 6M | +34.7% | +102.9% | -68.2% | +11.6% |
| YTD | -13.5% | +25.2% | -38.7% | -19.7% |
| 1Y | -18.1% | -5.5% | -12.5% | -19.4% |
| 3Y | -26.4% | -10.9% | -15.5% | -30.6% |
| All | -31.5% | -50.1% | +18.6% | -36.5% |
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