-13.2%
WDAY vs SPYM
+78.4%
-91.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.5% | +3.4% |
| 7D | +1.8% | +2.6% | -0.7% | -0.2% |
| 30D | +4.1% | -2.0% | +6.1% | +5.5% |
| 3M | -4.8% | -2.8% | -2.1% | -2.9% |
| 6M | +68.6% | +2.2% | +66.5% | +64.9% |
| YTD | -8.5% | +11.5% | -20.1% | -17.6% |
| 1Y | -12.1% | +13.5% | -25.6% | -22.2% |
| 3Y | -13.2% | +78.0% | -91.2% | -49.8% |
| All | -13.2% | +78.4% | -91.6% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling