+109.9%
WDAY vs SIMO
+515.6%
-405.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.0% | -5.8% |
| 7D | -6.1% | +14.6% | -20.7% | -8.2% |
| 30D | +3.7% | +6.2% | -2.5% | +2.0% |
| 3M | +29.6% | +3.6% | +26.0% | +23.7% |
| 6M | +23.3% | +130.8% | -107.5% | -6.4% |
| YTD | -13.3% | +195.8% | -209.0% | -39.6% |
| 1Y | -19.6% | +225.0% | -244.6% | -46.1% |
| 3Y | -25.7% | +452.3% | -478.0% | -58.9% |
| 5Y | -31.6% | +303.6% | -335.2% | -60.8% |
| 10Y | +109.9% | +528.8% | -418.8% | -8.9% |
| All | +109.9% | +515.6% | -405.7% | -8.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling