+120.7%
WDAY vs SIMO
+479.9%
-359.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.7% | -14.1% | -6.7% |
| 7D | -4.4% | +4.2% | -8.6% | -5.1% |
| 30D | +14.7% | +4.1% | +10.7% | +13.1% |
| 3M | +32.4% | -12.9% | +45.2% | +30.5% |
| 6M | +36.9% | +110.3% | -73.5% | +5.7% |
| YTD | -8.8% | +178.6% | -187.4% | -35.9% |
| 1Y | -15.3% | +220.0% | -235.3% | -43.4% |
| 3Y | -21.2% | +409.0% | -430.2% | -55.8% |
| 5Y | -29.5% | +277.3% | -306.8% | -59.2% |
| All | +120.7% | +479.9% | -359.2% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling