+302.1%
WDAY vs SPXS
-99.9%
+402.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -4.9% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | +14.7% | +0.8% | +13.9% | +15.5% |
| 3M | +32.4% | -4.7% | +37.1% | +30.7% |
| 6M | +36.9% | -29.6% | +66.5% | +20.1% |
| YTD | -8.8% | -29.8% | +21.0% | -19.6% |
| 1Y | -15.3% | -38.9% | +23.6% | -28.8% |
| 3Y | -21.2% | -79.6% | +58.4% | -52.6% |
| 5Y | -29.5% | -85.9% | +56.4% | -55.1% |
| 10Y | +120.0% | -99.5% | +219.6% | -46.4% |
| All | +302.1% | -99.9% | +402.0% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling