-18.3%
WDAY vs GTLB
-1.8%
-16.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.6% |
| 7D | -10.5% | -4.1% | -6.5% | -8.6% |
| 30D | +2.1% | +12.3% | -10.2% | -4.5% |
| 3M | +34.6% | +65.9% | -31.3% | +3.0% |
| 6M | +29.9% | +104.0% | -74.1% | -9.5% |
| YTD | -13.8% | +26.0% | -39.9% | -33.2% |
| 1Y | -18.3% | -3.5% | -14.8% | -33.2% |
| All | -18.3% | -1.8% | -16.5% | -33.2% |
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