-19.3%
WDAY vs SPGI
-15.9%
-3.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -2.4% |
| 7D | -6.1% | -2.5% | -3.6% | -4.2% |
| 30D | +3.7% | +5.4% | -1.7% | +0.2% |
| 3M | +29.6% | +9.0% | +20.5% | +22.3% |
| 6M | +23.3% | +0.8% | +22.6% | +21.2% |
| YTD | -13.3% | -12.6% | -0.7% | -9.6% |
| All | -19.3% | -15.9% | -3.4% | -14.5% |
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