+296.2%
WDAY vs SPG
+201.3%
+94.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -3.9% |
| 7D | -2.5% | +4.9% | -7.4% | -3.9% |
| 30D | +4.7% | +15.6% | -10.9% | +0.3% |
| 3M | +13.3% | +4.1% | +9.2% | +11.9% |
| 6M | +57.3% | +13.6% | +43.7% | +51.3% |
| YTD | -10.2% | +27.5% | -37.7% | -16.9% |
| 1Y | -14.1% | +32.2% | -46.3% | -21.3% |
| 3Y | -11.7% | +126.0% | -137.7% | -31.5% |
| 5Y | -33.5% | +74.7% | -108.2% | -45.4% |
| 10Y | +133.1% | +112.8% | +20.2% | +74.3% |
| All | +296.2% | +201.3% | +94.8% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling