+302.1%
WDAY vs SPGI
+930.2%
-628.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +14.7% | +8.4% | +6.3% | +8.8% |
| 3M | +32.4% | +11.8% | +20.5% | +22.9% |
| 6M | +36.9% | +5.7% | +31.2% | +32.6% |
| YTD | -8.8% | -9.7% | +0.8% | -2.5% |
| 1Y | -15.3% | -12.5% | -2.8% | -8.0% |
| 3Y | -21.2% | +21.8% | -43.0% | -33.3% |
| 5Y | -29.5% | +8.2% | -37.7% | -35.7% |
| 10Y | +120.0% | +309.5% | -189.5% | -18.4% |
| All | +302.1% | +930.2% | -628.1% | +4.6% |
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 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