-11.7%
WDAY vs SPG
+124.5%
-136.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -3.9% |
| 7D | -2.5% | +4.9% | -7.4% | -4.0% |
| 30D | +4.7% | +15.6% | -10.9% | -0.2% |
| 3M | +13.3% | +4.1% | +9.2% | +11.7% |
| 6M | +57.3% | +13.6% | +43.7% | +51.5% |
| YTD | -10.2% | +27.5% | -37.7% | -17.5% |
| 1Y | -14.1% | +32.2% | -46.3% | -22.3% |
| 3Y | -11.7% | +126.0% | -137.7% | -29.6% |
| All | -11.7% | +124.5% | -136.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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