-13.2%
WDAY vs SPGI
+30.0%
-43.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +2.0% | +2.3% |
| 7D | +1.8% | +1.2% | +0.6% | +1.0% |
| 30D | +4.1% | +15.9% | -11.8% | -6.1% |
| 3M | -4.8% | +12.3% | -17.1% | -12.1% |
| 6M | +68.6% | +23.7% | +44.9% | +47.2% |
| YTD | -8.5% | -3.5% | -5.0% | -8.9% |
| 1Y | -12.1% | +0.4% | -12.5% | -14.4% |
| 3Y | -13.2% | +29.9% | -43.1% | -28.8% |
| All | -13.2% | +30.0% | -43.2% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling