+4,278.5%
SMH vs WDAY
+307.5%
+3,971.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +4.2% |
| 7D | +2.5% | -4.4% | +6.9% | +3.8% |
| 30D | -0.5% | +14.7% | -15.2% | -5.6% |
| 3M | -9.6% | +32.4% | -42.0% | -19.9% |
| 6M | +42.1% | +36.9% | +5.2% | +21.5% |
| YTD | +57.4% | -8.8% | +66.3% | +54.4% |
| 1Y | +96.2% | -15.3% | +111.5% | +96.3% |
| 3Y | +267.9% | -21.2% | +289.1% | +268.1% |
| 5Y | +327.7% | -29.5% | +357.2% | +332.5% |
| 10Y | +1,764.6% | +120.0% | +1,644.6% | +1,228.8% |
| All | +4,278.5% | +307.5% | +3,971.0% | +2,836.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling