-26.2%
WDAY vs GWW
+89.5%
-115.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -7.4% | -0.5% | -6.9% | -7.3% |
| 30D | +1.0% | -1.4% | +2.4% | +1.3% |
| 3M | +32.7% | -3.6% | +36.3% | +33.3% |
| 6M | +25.6% | +15.1% | +10.5% | +20.3% |
| YTD | -13.4% | +27.5% | -40.9% | -20.4% |
| 1Y | -19.4% | +29.6% | -49.0% | -26.5% |
| All | -26.2% | +89.5% | -115.7% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling