+123.9%
WDAY vs SPGI
+335.6%
-211.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.9% |
| 7D | -4.0% | -0.9% | -3.1% | -3.4% |
| 30D | +1.9% | +15.5% | -13.6% | -8.5% |
| 3M | +5.9% | +15.7% | -9.8% | -4.7% |
| 6M | +48.8% | +19.1% | +29.7% | +31.3% |
| YTD | -11.4% | -4.1% | -7.4% | -9.4% |
| 1Y | -15.5% | +1.2% | -16.7% | -17.0% |
| 3Y | -15.6% | +31.6% | -47.2% | -33.4% |
| 5Y | -35.2% | +12.4% | -47.6% | -43.3% |
| 10Y | +123.9% | +334.3% | -210.4% | -38.9% |
| All | +123.9% | +335.6% | -211.7% | -38.9% |
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