-25.7%
WDAY vs GTLB
-8.4%
-17.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.4% | +0.5% | -3.0% |
| 7D | -6.1% | +4.6% | -10.7% | -7.7% |
| 30D | +3.7% | +21.0% | -17.3% | -3.1% |
| 3M | +29.6% | +51.7% | -22.1% | +12.3% |
| 6M | +23.3% | +89.3% | -65.9% | -0.2% |
| YTD | -13.3% | +25.6% | -38.9% | -22.6% |
| 1Y | -19.6% | -1.5% | -18.1% | -24.8% |
| 3Y | -25.7% | -9.9% | -15.7% | -32.5% |
| All | -25.7% | -8.4% | -17.3% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling