+173.1%
WDAY vs SFM
+41.7%
+131.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -4.0% | -10.2% | +6.2% | -2.7% |
| 30D | +1.9% | -23.9% | +25.8% | +5.1% |
| 3M | +5.9% | -42.3% | +48.1% | +12.8% |
| 6M | +48.8% | -40.1% | +88.9% | +57.1% |
| YTD | -11.4% | -37.8% | +26.3% | -7.3% |
| 1Y | -15.5% | -37.1% | +21.6% | -11.8% |
| 3Y | -15.6% | +21.5% | -37.2% | -20.9% |
| 5Y | -35.2% | +103.8% | -139.0% | -44.2% |
| 10Y | +123.9% | +142.0% | -18.1% | +74.1% |
| All | +173.1% | +41.7% | +131.4% | +159.0% |
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