+18.5%
SPY vs WDAY
-19.9%
+38.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | -0.4% | -7.4% | +7.0% | -0.2% |
| 30D | -1.4% | +1.0% | -2.4% | -1.4% |
| 3M | +3.7% | +32.7% | -29.0% | +3.4% |
| 6M | +13.0% | +25.6% | -12.6% | +13.3% |
| YTD | +12.4% | -13.4% | +25.8% | +16.9% |
| 1Y | +18.5% | -19.4% | +37.9% | +24.1% |
| All | +18.5% | -19.9% | +38.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 1y: compounded portfolio wealth divided by compounded WDAY 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…
1y analysis · Full analysis span regression · 6 months rolling