-30.8%
WDAY vs SPYG
+82.6%
-113.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | -10.5% | -1.8% | -8.7% | -9.1% |
| 30D | +2.1% | -1.9% | +4.0% | +4.0% |
| 3M | +34.6% | +5.2% | +29.5% | +27.2% |
| 6M | +29.9% | +15.6% | +14.3% | +11.1% |
| YTD | -13.8% | +12.4% | -26.2% | -24.4% |
| 1Y | -18.3% | +17.5% | -35.7% | -31.7% |
| 3Y | -26.2% | +98.1% | -124.2% | -66.5% |
| 5Y | -30.8% | +84.9% | -115.7% | -66.9% |
| All | -30.8% | +82.6% | -113.4% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling