-31.1%
WDAY vs SPYM
+81.6%
-112.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.4% |
| 7D | -7.4% | -0.4% | -7.0% | -6.9% |
| 30D | +1.0% | -1.4% | +2.4% | +2.8% |
| 3M | +32.7% | +3.7% | +28.9% | +26.7% |
| 6M | +25.6% | +13.0% | +12.5% | +7.4% |
| YTD | -13.4% | +12.5% | -25.8% | -25.5% |
| 1Y | -19.4% | +18.6% | -38.0% | -35.2% |
| 3Y | -25.8% | +78.0% | -103.8% | -65.7% |
| 5Y | -31.1% | +82.3% | -113.4% | -69.1% |
| All | -31.1% | +81.6% | -112.7% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling