+286.8%
SMH vs WDAY
-25.5%
+312.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.3% | -7.4% | +11.7% | +4.8% |
| 30D | +0.9% | +1.0% | -0.2% | +0.5% |
| 3M | -2.8% | +32.7% | -35.5% | -5.5% |
| 6M | +45.6% | +25.6% | +20.0% | +43.0% |
| YTD | +59.5% | -13.4% | +72.8% | +75.2% |
| 1Y | +93.4% | -19.4% | +112.8% | +116.4% |
| All | +286.8% | -25.5% | +312.3% | +324.5% |
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