+113.3%
WDAY vs SPGI
+287.8%
-174.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +1.8% |
| 7D | -7.4% | -3.1% | -4.3% | -5.2% |
| 30D | +1.0% | +2.0% | -1.0% | -0.1% |
| 3M | +32.7% | +4.3% | +28.3% | +29.2% |
| 6M | +25.6% | -0.2% | +25.8% | +26.7% |
| YTD | -13.4% | -14.8% | +1.4% | -3.1% |
| 1Y | -19.4% | -18.5% | -0.8% | -7.3% |
| 3Y | -25.8% | +16.0% | -41.7% | -35.8% |
| 5Y | -31.1% | +2.2% | -33.3% | -35.3% |
| 10Y | +113.3% | +296.4% | -183.1% | -34.1% |
| All | +113.3% | +287.8% | -174.5% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling