-18.1%
WDAY vs SPYM
+18.2%
-36.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -5.2% | -0.8% | -4.4% | -4.9% |
| 30D | +5.9% | -1.1% | +7.0% | +6.4% |
| 3M | +42.3% | +3.9% | +38.4% | +41.5% |
| 6M | +34.7% | +13.6% | +21.1% | +28.9% |
| YTD | -13.5% | +12.7% | -26.3% | -16.6% |
| 1Y | -18.1% | +17.6% | -35.7% | -24.0% |
| All | -18.1% | +18.2% | -36.3% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling