+112.2%
WDAY vs SPYM
+325.3%
-213.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.6% |
| 7D | -5.2% | -0.8% | -4.4% | -4.3% |
| 30D | +5.9% | -1.1% | +7.0% | +7.5% |
| 3M | +42.3% | +3.9% | +38.4% | +35.8% |
| 6M | +34.7% | +13.6% | +21.1% | +14.7% |
| YTD | -13.5% | +12.7% | -26.3% | -25.8% |
| 1Y | -18.1% | +17.6% | -35.7% | -33.2% |
| 3Y | -26.4% | +77.2% | -103.6% | -63.8% |
| 5Y | -30.6% | +84.1% | -114.7% | -66.8% |
| All | +112.2% | +325.3% | -213.1% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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