+144.0%
WDAY vs SPY
+307.0%
-163.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.5% |
| 7D | +1.8% | +2.6% | -0.8% | -1.2% |
| 30D | +4.1% | -2.0% | +6.0% | +6.0% |
| 3M | -4.8% | -2.8% | -2.1% | -2.1% |
| 6M | +68.6% | +2.1% | +66.5% | +62.8% |
| YTD | -8.5% | +11.5% | -20.0% | -20.9% |
| 1Y | -12.1% | +13.5% | -25.6% | -25.7% |
| 3Y | -13.2% | +77.7% | -90.9% | -58.1% |
| 5Y | -33.7% | +72.6% | -106.3% | -66.2% |
| All | +144.0% | +307.0% | -163.0% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling