+112.2%
WDAY vs SPYG
+424.6%
-312.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.5% |
| 7D | -5.2% | -0.9% | -4.3% | -4.3% |
| 30D | +5.9% | -1.5% | +7.4% | +7.8% |
| 3M | +42.3% | +3.7% | +38.5% | +35.3% |
| 6M | +34.7% | +16.4% | +18.3% | +11.6% |
| YTD | -13.5% | +13.3% | -26.9% | -26.4% |
| 1Y | -18.1% | +17.9% | -35.9% | -33.6% |
| 3Y | -26.4% | +98.3% | -124.7% | -68.5% |
| 5Y | -30.6% | +86.4% | -117.0% | -67.7% |
| All | +112.2% | +424.6% | -312.4% | -75.6% |
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