+79.9%
SPY vs WDAY
-14.8%
+94.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.5% |
| 7D | +0.1% | -4.0% | +4.1% | +0.5% |
| 30D | -3.3% | +1.9% | -5.3% | -3.6% |
| 3M | -2.4% | +5.9% | -8.3% | -3.4% |
| 6M | +2.6% | +48.8% | -46.2% | -3.3% |
| YTD | +11.2% | -11.4% | +22.7% | +15.4% |
| 1Y | +13.4% | -15.5% | +28.9% | +18.6% |
| 3Y | +79.9% | -15.6% | +95.5% | +87.5% |
| All | +79.9% | -14.8% | +94.7% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling