-18.3%
WDAY vs SPMO
+24.0%
-42.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -1.5% |
| 7D | -10.5% | +0.1% | -10.6% | -10.4% |
| 30D | +2.1% | -0.7% | +2.8% | +1.9% |
| 3M | +34.6% | +2.8% | +31.8% | +35.8% |
| 6M | +29.9% | +24.4% | +5.5% | +33.3% |
| YTD | -13.8% | +24.2% | -38.0% | -11.9% |
| All | -18.3% | +24.0% | -42.3% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling