+57.1%
WDAY vs SPOT
+269.3%
-212.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.7% | +2.2% |
| 7D | +1.8% | +1.6% | +0.2% | +1.3% |
| 30D | +4.1% | +16.9% | -12.9% | -1.6% |
| 3M | -4.8% | +23.0% | -27.8% | -11.8% |
| 6M | +68.6% | +42.2% | +26.5% | +48.4% |
| YTD | -8.5% | +5.5% | -14.0% | -12.3% |
| 1Y | -12.1% | -5.1% | -7.0% | -12.8% |
| 3Y | -13.2% | +257.9% | -271.1% | -50.4% |
| 5Y | -33.7% | +118.4% | -152.1% | -58.4% |
| All | +57.1% | +269.3% | -212.1% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling