-30.8%
WDAY vs SPXS
-85.4%
+54.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +29.0% |
| 6M | +29.9% | -28.7% | +58.6% | +15.0% |
| YTD | -13.8% | -26.3% | +12.5% | -22.2% |
| 1Y | -18.3% | -34.9% | +16.6% | -29.4% |
| 3Y | -26.2% | -79.5% | +53.3% | -56.6% |
| 5Y | -30.8% | -85.9% | +55.1% | -57.4% |
| All | -30.8% | -85.4% | +54.6% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling