+1,817.6%
SMH vs WDAY
+114.9%
+1,702.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +0.3% | -5.2% | +5.4% | +2.0% |
| 30D | -2.8% | +5.9% | -8.7% | -5.9% |
| 3M | -6.7% | +42.3% | -49.0% | -21.2% |
| 6M | +41.8% | +34.7% | +7.0% | +18.8% |
| YTD | +57.9% | -13.5% | +71.4% | +58.1% |
| 1Y | +87.6% | -18.1% | +105.7% | +90.7% |
| 3Y | +282.9% | -26.4% | +309.3% | +293.3% |
| 5Y | +330.4% | -30.6% | +361.0% | +338.5% |
| All | +1,817.6% | +114.9% | +1,702.7% | +1,138.4% |
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