-15.6%
WDAY vs SFM
+23.1%
-38.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -4.0% | -10.2% | +6.2% | -2.9% |
| 30D | +1.9% | -23.9% | +25.8% | +4.7% |
| 3M | +5.9% | -42.3% | +48.1% | +11.4% |
| 6M | +48.8% | -40.1% | +88.9% | +55.2% |
| YTD | -11.4% | -37.8% | +26.3% | -8.5% |
| 1Y | -15.5% | -37.1% | +21.6% | -12.9% |
| 3Y | -15.6% | +21.5% | -37.2% | -7.3% |
| All | -15.6% | +23.1% | -38.7% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling