-15.3%
WDAY vs SPY
+20.8%
-36.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +14.7% | +0.1% | +14.7% | +14.8% |
| 3M | +32.4% | +2.0% | +30.4% | +33.0% |
| 6M | +36.9% | +13.0% | +23.9% | +32.1% |
| YTD | -8.8% | +13.5% | -22.4% | -12.2% |
| 1Y | -15.3% | +20.0% | -35.3% | -19.7% |
| All | -15.3% | +20.8% | -36.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling