+136.8%
WDAY vs SIMO
+423.7%
-287.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -4.8% | +14.9% | -19.6% | -6.6% |
| 30D | +2.5% | -27.0% | +29.5% | +5.8% |
| 3M | +8.8% | -25.4% | +34.1% | +10.4% |
| 6M | +60.7% | -30.3% | +91.0% | +57.2% |
| YTD | -11.2% | +95.8% | -107.0% | -36.1% |
| 1Y | -15.6% | +100.0% | -115.6% | -39.8% |
| 3Y | -17.1% | +238.3% | -255.4% | -51.8% |
| 5Y | -35.7% | +187.6% | -223.3% | -63.1% |
| All | +136.8% | +423.7% | -287.0% | -3.4% |
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