+215.6%
SMH vs WDAY
-12.7%
+228.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -3.1% |
| 7D | +4.9% | +1.8% | +3.1% | +4.8% |
| 30D | -13.8% | +4.1% | -17.9% | -14.0% |
| 3M | -17.4% | -4.8% | -12.5% | -17.2% |
| 6M | -15.0% | +68.6% | -83.6% | -20.4% |
| YTD | +35.2% | -8.5% | +43.7% | +48.7% |
| 1Y | +41.6% | -12.1% | +53.7% | +57.4% |
| 3Y | +215.6% | -13.2% | +228.8% | +250.3% |
| All | +215.6% | -12.7% | +228.4% | +250.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling