-15.3%
WDAY vs SIMO
+226.2%
-241.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.7% | -14.1% | -4.1% |
| 7D | -4.4% | +4.2% | -8.6% | -3.6% |
| 30D | +14.7% | +4.1% | +10.7% | +16.1% |
| 3M | +32.4% | -12.9% | +45.2% | +33.3% |
| 6M | +36.9% | +110.3% | -73.5% | +36.9% |
| YTD | -8.8% | +178.6% | -187.4% | -11.8% |
| 1Y | -15.3% | +220.0% | -235.3% | -16.6% |
| All | -15.3% | +226.2% | -241.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling