-21.8%
WDAY vs SPG
+111.2%
-133.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | -4.4% | -2.4% | -2.0% | -3.6% |
| 30D | +14.7% | -6.8% | +21.6% | +17.4% |
| 3M | +32.4% | +2.7% | +29.7% | +32.0% |
| 6M | +36.9% | +5.5% | +31.4% | +34.6% |
| YTD | -8.8% | +15.7% | -24.5% | -13.6% |
| 1Y | -15.3% | +20.9% | -36.2% | -21.2% |
| All | -21.8% | +111.2% | -133.0% | -42.2% |
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