+282.6%
WDAY vs SPYG
+758.1%
-475.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.3% |
| 7D | -6.1% | +1.2% | -7.3% | -7.3% |
| 30D | +3.7% | -1.6% | +5.2% | +5.6% |
| 3M | +29.6% | +3.4% | +26.2% | +23.2% |
| 6M | +23.3% | +18.9% | +4.4% | -1.1% |
| YTD | -13.3% | +13.8% | -27.1% | -27.1% |
| 1Y | -19.6% | +20.6% | -40.2% | -37.2% |
| 3Y | -25.7% | +100.5% | -126.2% | -69.6% |
| 5Y | -31.6% | +84.6% | -116.2% | -68.6% |
| 10Y | +109.9% | +410.8% | -300.9% | -74.3% |
| All | +282.6% | +758.1% | -475.5% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling