+174.5%
WDAY vs SFM
+44.5%
+130.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.8% |
| 7D | -5.3% | -7.1% | +1.8% | -4.4% |
| 30D | +1.5% | -21.4% | +23.0% | +4.3% |
| 3M | +5.5% | -40.1% | +45.6% | +11.8% |
| 6M | +57.4% | -38.0% | +95.5% | +65.4% |
| YTD | -11.0% | -36.5% | +25.5% | -7.1% |
| 1Y | -15.8% | -35.2% | +19.4% | -12.4% |
| 3Y | -16.9% | +23.5% | -40.4% | -22.2% |
| 5Y | -35.3% | +109.7% | -145.0% | -44.4% |
| 10Y | +131.0% | +132.6% | -1.5% | +82.3% |
| All | +174.5% | +44.5% | +130.0% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling