+112.2%
WDAY vs GWRE
+131.0%
-18.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | -5.2% | -13.2% | +8.1% | +3.2% |
| 30D | +5.9% | -18.6% | +24.5% | +18.0% |
| 3M | +42.3% | +18.9% | +23.4% | +26.2% |
| 6M | +34.7% | -11.0% | +45.7% | +40.8% |
| YTD | -13.5% | -29.9% | +16.4% | +3.3% |
| 1Y | -18.1% | -44.3% | +26.3% | +11.6% |
| 3Y | -26.4% | +51.7% | -78.0% | -53.3% |
| 5Y | -30.6% | +15.4% | -46.0% | -48.7% |
| All | +112.2% | +131.0% | -18.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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