+567.2%
SPY vs WDAY
+293.1%
+274.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.6% | -4.6% | +4.0% | +0.4% |
| 30D | -3.7% | +1.2% | -4.9% | -4.1% |
| 3M | -2.7% | +2.6% | -5.3% | -4.0% |
| 6M | +2.2% | +47.8% | -45.6% | -8.2% |
| YTD | +10.8% | -12.1% | +22.9% | +11.0% |
| 1Y | +11.2% | -17.1% | +28.4% | +12.8% |
| 3Y | +76.5% | -17.9% | +94.4% | +75.3% |
| 5Y | +72.9% | -35.1% | +108.0% | +75.7% |
| 10Y | +304.8% | +130.1% | +174.7% | +210.3% |
| All | +567.2% | +293.1% | +274.1% | +386.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling