-28.1%
WDAY vs SPY
+82.8%
-110.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.9% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +14.7% | +0.1% | +14.7% | +14.9% |
| 3M | +32.4% | +2.0% | +30.4% | +29.0% |
| 6M | +36.9% | +13.0% | +23.9% | +17.3% |
| YTD | -8.8% | +13.5% | -22.4% | -22.3% |
| 1Y | -15.3% | +20.0% | -35.3% | -32.6% |
| 3Y | -21.2% | +77.2% | -98.4% | -63.0% |
| All | -28.1% | +82.8% | -110.8% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling