+112.2%
WDAY vs GWW
+570.2%
-458.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | -5.2% | -3.4% | -1.8% | -4.1% |
| 30D | +5.9% | -1.9% | +7.8% | +6.6% |
| 3M | +42.3% | -2.4% | +44.7% | +42.8% |
| 6M | +34.7% | +15.7% | +19.0% | +27.4% |
| YTD | -13.5% | +27.6% | -41.1% | -21.3% |
| 1Y | -18.1% | +27.2% | -45.3% | -25.5% |
| 3Y | -26.4% | +89.7% | -116.0% | -42.2% |
| 5Y | -30.6% | +223.9% | -254.5% | -54.6% |
| All | +112.2% | +570.2% | -458.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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