+140.3%
WDAY vs SPMO
+575.8%
-435.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.2% |
| 7D | -6.1% | +3.4% | -9.5% | -8.5% |
| 30D | +3.7% | +0.5% | +3.2% | +2.9% |
| 3M | +29.6% | +1.9% | +27.7% | +22.1% |
| 6M | +23.3% | +27.8% | -4.5% | -7.6% |
| YTD | -13.3% | +26.7% | -39.9% | -34.7% |
| 1Y | -19.6% | +28.9% | -48.5% | -40.8% |
| 3Y | -25.7% | +160.7% | -186.3% | -73.7% |
| 5Y | -31.6% | +150.2% | -181.8% | -74.6% |
| 10Y | +109.9% | +517.5% | -407.6% | -62.5% |
| All | +140.3% | +575.8% | -435.5% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPMO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling