+68.6%
WDAY vs GTLB
+108.7%
-40.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.1% | +2.4% |
| 7D | +1.8% | -0.7% | +2.6% | +2.3% |
| 30D | +4.1% | -10.2% | +14.3% | +10.8% |
| 3M | -4.8% | +10.1% | -14.9% | -14.6% |
| 6M | +68.6% | +116.5% | -47.8% | -14.4% |
| All | +68.6% | +108.7% | -40.1% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling