-19.6%
WDAY vs SIMO
+235.9%
-255.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.0% | -3.9% |
| 7D | -6.1% | +14.6% | -20.7% | -4.0% |
| 30D | +3.7% | +6.2% | -2.5% | +5.3% |
| 3M | +29.6% | +3.6% | +26.0% | +32.1% |
| 6M | +23.3% | +130.8% | -107.5% | +24.7% |
| YTD | -13.3% | +195.8% | -209.0% | -15.2% |
| 1Y | -19.6% | +225.0% | -244.6% | -19.7% |
| All | -19.6% | +235.9% | -255.5% | -19.7% |
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