+111.5%
WDAY vs SPXS
-99.5%
+211.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | +0.2% |
| 7D | -10.5% | +6.4% | -16.9% | -8.3% |
| 30D | +2.1% | +6.0% | -3.9% | +4.8% |
| 3M | +34.6% | -11.6% | +46.3% | +28.9% |
| 6M | +29.9% | -28.7% | +58.6% | +15.0% |
| YTD | -13.8% | -26.3% | +12.5% | -22.3% |
| 1Y | -18.3% | -34.9% | +16.6% | -29.3% |
| 3Y | -26.2% | -79.5% | +53.3% | -55.0% |
| 5Y | -30.8% | -85.9% | +55.1% | -55.5% |
| All | +111.5% | -99.5% | +211.0% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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