+1,770.3%
SMCI vs WDAY
+114.9%
+1,655.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +6.9% | +7.2% |
| 7D | +1.3% | -5.2% | +6.4% | +2.8% |
| 30D | +6.6% | +5.9% | +0.7% | +3.8% |
| 3M | +25.4% | +42.3% | -16.8% | +7.9% |
| 6M | +26.1% | +34.7% | -8.6% | +8.8% |
| YTD | +37.0% | -13.5% | +50.5% | +38.5% |
| 1Y | -8.8% | -18.1% | +9.3% | -6.3% |
| 3Y | +44.6% | -26.4% | +71.0% | +51.7% |
| 5Y | +995.9% | -30.6% | +1,026.5% | +1,029.7% |
| All | +1,770.3% | +114.9% | +1,655.4% | +1,271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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