-26.2%
WDAY vs SPXS
-79.5%
+53.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | +0.3% |
| 7D | -7.4% | +1.2% | -8.6% | -7.0% |
| 30D | +1.0% | +5.2% | -4.2% | +2.7% |
| 3M | +32.7% | -9.2% | +41.8% | +29.9% |
| 6M | +25.6% | -29.6% | +55.2% | +14.5% |
| YTD | -13.4% | -27.6% | +14.3% | -19.9% |
| 1Y | -19.4% | -36.7% | +17.4% | -28.2% |
| All | -26.2% | -79.5% | +53.3% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling