+144.0%
WDAY vs SPYG
+393.2%
-249.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +4.0% | +4.0% |
| 7D | +1.8% | +2.3% | -0.5% | -0.7% |
| 30D | +4.1% | -6.5% | +10.5% | +10.6% |
| 3M | -4.8% | -6.8% | +2.0% | +1.3% |
| 6M | +68.6% | -3.1% | +71.8% | +69.9% |
| YTD | -8.5% | +8.0% | -16.5% | -19.0% |
| 1Y | -12.1% | +10.2% | -22.3% | -24.1% |
| 3Y | -13.2% | +91.0% | -104.2% | -61.8% |
| 5Y | -33.7% | +67.7% | -101.5% | -65.6% |
| All | +144.0% | +393.2% | -249.2% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling