+144.0%
WDAY vs GWW
+658.3%
-514.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.3% |
| 7D | +1.8% | +3.6% | -1.7% | +0.7% |
| 30D | +4.1% | +12.1% | -8.1% | +0.3% |
| 3M | -4.8% | +12.9% | -17.7% | -8.6% |
| 6M | +68.6% | +19.3% | +49.3% | +58.5% |
| YTD | -8.5% | +48.7% | -57.3% | -20.9% |
| 1Y | -12.1% | +60.5% | -72.6% | -26.0% |
| 3Y | -13.2% | +93.3% | -106.5% | -32.2% |
| 5Y | -33.7% | +219.0% | -252.7% | -56.7% |
| All | +144.0% | +658.3% | -514.3% | +35.1% |
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