+292.6%
WDAY vs SPG
+209.7%
+82.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -5.3% | +2.7% | -8.0% | -6.1% |
| 30D | +1.5% | +16.6% | -15.0% | -3.0% |
| 3M | +5.5% | +8.1% | -2.6% | +3.0% |
| 6M | +57.4% | +19.3% | +38.1% | +49.3% |
| YTD | -11.0% | +31.1% | -42.1% | -18.3% |
| 1Y | -15.8% | +32.8% | -48.6% | -23.0% |
| 3Y | -16.9% | +135.8% | -152.7% | -36.3% |
| 5Y | -35.3% | +85.1% | -120.3% | -47.7% |
| 10Y | +131.0% | +115.9% | +15.1% | +72.5% |
| All | +292.6% | +209.7% | +82.9% | +156.5% |
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