-28.6%
WDAY vs SIMO
+269.6%
-298.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.7% | -14.1% | -5.8% |
| 7D | -4.4% | +4.2% | -8.6% | -4.6% |
| 30D | +14.7% | +4.1% | +10.7% | +14.2% |
| 3M | +32.4% | -12.9% | +45.2% | +31.9% |
| 6M | +36.9% | +110.3% | -73.5% | +16.6% |
| YTD | -8.8% | +178.6% | -187.4% | -27.7% |
| 1Y | -15.3% | +220.0% | -235.3% | -35.3% |
| 3Y | -21.2% | +409.0% | -430.2% | -47.6% |
| All | -28.6% | +269.6% | -298.2% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling