-18.1%
WDAY vs SPYG
+17.9%
-36.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -5.2% | -0.9% | -4.3% | -5.1% |
| 30D | +5.9% | -1.5% | +7.4% | +6.1% |
| 3M | +42.3% | +3.7% | +38.5% | +42.6% |
| 6M | +34.7% | +16.4% | +18.3% | +31.8% |
| YTD | -13.5% | +13.3% | -26.9% | -14.1% |
| 1Y | -18.1% | +17.9% | -35.9% | -19.2% |
| All | -18.1% | +17.9% | -36.0% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling