+233.7%
SMH vs WDAY
-33.9%
+267.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -3.7% |
| 7D | +4.9% | +1.8% | +3.1% | +4.4% |
| 30D | -13.8% | +4.1% | -17.9% | -14.9% |
| 3M | -17.4% | -4.8% | -12.5% | -17.1% |
| 6M | -15.0% | +68.6% | -83.6% | -30.6% |
| YTD | +35.2% | -8.5% | +43.7% | +38.5% |
| 1Y | +41.6% | -12.1% | +53.7% | +47.1% |
| 3Y | +215.6% | -13.2% | +228.8% | +212.9% |
| All | +233.7% | -33.9% | +267.6% | +273.2% |
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