-35.3%
WDAY vs GTLB
-63.6%
+28.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -5.3% | -9.6% | +4.4% | -2.6% |
| 30D | +1.5% | -15.5% | +17.1% | +6.3% |
| 3M | +5.5% | +12.4% | -6.9% | +1.6% |
| 6M | +57.4% | +84.6% | -27.1% | +32.6% |
| YTD | -11.0% | +26.1% | -37.1% | -17.9% |
| 1Y | -15.8% | +1.7% | -17.5% | -18.5% |
| 3Y | -16.9% | +6.1% | -23.0% | -25.0% |
| 5Y | -35.3% | -61.1% | +25.9% | -35.8% |
| All | -35.3% | -63.6% | +28.3% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling