+282.1%
WDAY vs GWRE
+369.6%
-87.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +2.8% |
| 7D | -7.4% | -26.2% | +18.8% | +8.9% |
| 30D | +1.0% | -17.8% | +18.8% | +11.5% |
| 3M | +32.7% | +14.2% | +18.4% | +20.8% |
| 6M | +25.6% | -12.9% | +38.5% | +33.1% |
| YTD | -13.4% | -29.2% | +15.9% | +2.6% |
| 1Y | -19.4% | -44.4% | +25.1% | +9.2% |
| 3Y | -25.8% | +51.1% | -76.8% | -50.5% |
| 5Y | -31.1% | +16.5% | -47.6% | -47.6% |
| 10Y | +113.3% | +131.6% | -18.3% | +4.8% |
| All | +282.1% | +369.6% | -87.5% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling