+296.2%
WDAY vs SPGI
+986.6%
-690.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.7% | -2.9% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | +4.7% | +18.4% | -13.7% | -7.1% |
| 3M | +13.3% | +15.7% | -2.4% | +2.5% |
| 6M | +57.3% | +17.3% | +40.0% | +41.2% |
| YTD | -10.2% | -4.7% | -5.5% | -7.6% |
| 1Y | -14.1% | +1.8% | -15.9% | -15.7% |
| 3Y | -11.7% | +31.7% | -43.4% | -29.1% |
| 5Y | -33.5% | +12.1% | -45.5% | -40.8% |
| 10Y | +133.1% | +341.9% | -208.9% | -18.0% |
| All | +296.2% | +986.6% | -690.4% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling