-31.1%
WDAY vs SPXU
-85.9%
+54.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | +0.4% |
| 7D | -7.4% | +1.3% | -8.6% | -6.8% |
| 30D | +1.0% | +5.1% | -4.1% | +3.3% |
| 3M | +32.7% | -9.1% | +41.8% | +28.6% |
| 6M | +25.6% | -29.6% | +55.2% | +10.6% |
| YTD | -13.4% | -27.7% | +14.3% | -22.4% |
| 1Y | -19.4% | -37.0% | +17.6% | -31.2% |
| 3Y | -25.8% | -80.2% | +54.4% | -57.0% |
| 5Y | -31.1% | -86.0% | +54.9% | -58.0% |
| All | -31.1% | -85.9% | +54.8% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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