+338.0%
SMH vs WDAY
-31.5%
+369.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.3% | -7.4% | +11.7% | +6.2% |
| 30D | +0.9% | +1.0% | -0.2% | -0.3% |
| 3M | -2.8% | +32.7% | -35.5% | -12.9% |
| 6M | +45.6% | +25.6% | +20.0% | +30.7% |
| YTD | +59.5% | -13.4% | +72.8% | +66.4% |
| 1Y | +93.4% | -19.4% | +112.8% | +106.6% |
| 3Y | +287.1% | -25.8% | +312.9% | +311.2% |
| 5Y | +338.0% | -31.1% | +369.1% | +380.0% |
| All | +338.0% | -31.5% | +369.6% | +380.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling