+56.6%
WDAY vs SPOT
+227.0%
-170.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -4.3% |
| 7D | -4.4% | -0.9% | -3.4% | -4.0% |
| 30D | +14.7% | +12.5% | +2.3% | +10.3% |
| 3M | +32.4% | +9.9% | +22.5% | +28.5% |
| 6M | +36.9% | +1.6% | +35.3% | +34.8% |
| YTD | -8.8% | -6.6% | -2.2% | -8.4% |
| 1Y | -15.3% | -22.9% | +7.6% | -9.5% |
| 3Y | -21.2% | +244.3% | -265.5% | -54.6% |
| 5Y | -29.5% | +117.8% | -147.3% | -55.9% |
| All | +56.6% | +227.0% | -170.3% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling