+136.8%
WDAY vs SFM
+137.0%
-0.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -4.8% | -0.4% | -4.3% | -4.7% |
| 30D | +2.5% | -19.2% | +21.7% | +4.2% |
| 3M | +8.8% | -40.3% | +49.1% | +13.2% |
| 6M | +60.7% | -40.9% | +101.6% | +66.9% |
| YTD | -11.2% | -35.5% | +24.3% | -8.8% |
| 1Y | -15.6% | -37.4% | +21.8% | -13.1% |
| 3Y | -17.1% | +25.5% | -42.6% | -19.5% |
| 5Y | -35.7% | +113.0% | -148.7% | -39.7% |
| All | +136.8% | +137.0% | -0.2% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling