-15.6%
WDAY vs SPOT
+255.8%
-271.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | -4.0% | +2.5% | -6.5% | -4.5% |
| 30D | +1.9% | +15.1% | -13.2% | -1.3% |
| 3M | +5.9% | +24.8% | -18.9% | +0.7% |
| 6M | +48.8% | +45.8% | +3.0% | +37.4% |
| YTD | -11.4% | +4.9% | -16.3% | -13.7% |
| 1Y | -15.5% | -1.3% | -14.3% | -16.9% |
| 3Y | -15.6% | +257.7% | -273.3% | -23.6% |
| All | -15.6% | +255.8% | -271.4% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling