+51.1%
WDAY vs SPOT
+265.4%
-214.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -4.6% | +1.0% | -5.6% | -4.9% |
| 30D | +1.2% | +14.6% | -13.3% | -3.6% |
| 3M | +2.6% | +18.4% | -15.9% | -3.7% |
| 6M | +47.8% | +45.1% | +2.7% | +29.1% |
| YTD | -12.1% | +4.4% | -16.4% | -15.4% |
| 1Y | -17.1% | -2.7% | -14.5% | -18.5% |
| 3Y | -17.9% | +254.6% | -272.4% | -53.0% |
| 5Y | -35.1% | +124.8% | -159.9% | -59.7% |
| All | +51.1% | +265.4% | -214.3% | -31.5% |
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