-18.3%
WDAY vs SPXS
-34.6%
+16.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.3% |
| 7D | -10.5% | +6.4% | -16.9% | -9.9% |
| 30D | +2.1% | +6.0% | -3.9% | +2.9% |
| 3M | +34.6% | -11.6% | +46.3% | +34.0% |
| 6M | +29.9% | -28.7% | +58.6% | +26.2% |
| YTD | -13.8% | -26.3% | +12.5% | -14.9% |
| 1Y | -18.3% | -34.9% | +16.6% | -20.5% |
| All | -18.3% | -34.6% | +16.3% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling