+123.9%
WDAY vs SIMO
+434.7%
-310.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.1% |
| 7D | -4.0% | -8.5% | +4.5% | -3.2% |
| 30D | +1.9% | -34.8% | +36.8% | +6.9% |
| 3M | +5.9% | -32.8% | +38.7% | +8.9% |
| 6M | +48.8% | -32.0% | +80.8% | +45.7% |
| YTD | -11.4% | +87.0% | -98.5% | -35.9% |
| 1Y | -15.5% | +86.1% | -101.6% | -38.9% |
| 3Y | -15.6% | +226.4% | -242.0% | -50.8% |
| 5Y | -35.2% | +172.1% | -207.3% | -62.5% |
| 10Y | +123.9% | +408.0% | -284.2% | -10.4% |
| All | +123.9% | +434.7% | -310.8% | -10.4% |
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