+302.1%
WDAY vs SPYM
+586.7%
-284.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.9% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +14.7% | +0.1% | +14.7% | +14.9% |
| 3M | +32.4% | +2.0% | +30.3% | +28.8% |
| 6M | +36.9% | +13.1% | +23.8% | +17.0% |
| YTD | -8.8% | +13.6% | -22.5% | -22.5% |
| 1Y | -15.3% | +20.1% | -35.4% | -32.7% |
| 3Y | -21.2% | +77.6% | -98.8% | -61.4% |
| 5Y | -29.5% | +82.5% | -112.1% | -65.9% |
| 10Y | +120.0% | +317.6% | -197.6% | -59.6% |
| All | +302.1% | +586.7% | -284.5% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling