-16.6%
WDAY vs SPGI
+1.8%
-18.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.0% |
| 7D | -4.0% | -0.9% | -3.1% | -3.4% |
| 30D | +1.9% | +15.5% | -13.6% | -9.5% |
| 3M | +5.9% | +15.7% | -9.8% | -5.6% |
| 6M | +48.8% | +19.1% | +29.7% | +29.6% |
| YTD | -11.4% | -4.1% | -7.4% | -14.4% |
| All | -16.6% | +1.8% | -18.3% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling