+152.6%
WDAY vs SPMO
+572.4%
-419.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -6.9% | -6.6% |
| 7D | -4.4% | +2.0% | -6.4% | -5.9% |
| 30D | +14.7% | -0.4% | +15.1% | +14.7% |
| 3M | +32.4% | -1.9% | +34.3% | +28.7% |
| 6M | +36.9% | +25.0% | +11.8% | +4.5% |
| YTD | -8.8% | +26.0% | -34.9% | -31.1% |
| 1Y | -15.3% | +28.7% | -44.0% | -37.5% |
| 3Y | -21.2% | +160.9% | -182.1% | -72.1% |
| 5Y | -29.5% | +147.9% | -177.4% | -73.7% |
| 10Y | +120.0% | +518.9% | -398.9% | -60.7% |
| All | +152.6% | +572.4% | -419.8% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling