-13.2%
WDAY vs SPXS
-80.3%
+67.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +3.4% |
| 7D | +1.8% | -7.5% | +9.4% | -0.2% |
| 30D | +4.1% | +5.3% | -1.3% | +5.9% |
| 3M | -4.8% | +9.7% | -14.5% | -1.9% |
| 6M | +68.6% | -4.6% | +73.2% | +68.5% |
| YTD | -8.5% | -25.8% | +17.2% | -14.4% |
| 1Y | -12.1% | -28.8% | +16.7% | -18.6% |
| 3Y | -13.2% | -80.2% | +67.0% | -41.6% |
| All | -13.2% | -80.3% | +67.1% | -41.6% |
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