-33.5%
WDAY vs SIMO
+170.3%
-203.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.6% | +8.6% | +3.2% |
| 7D | +1.8% | +4.1% | -2.3% | +1.7% |
| 30D | +4.1% | -24.0% | +28.0% | +4.5% |
| 3M | -4.8% | -31.8% | +26.9% | -4.5% |
| 6M | +68.6% | -36.9% | +105.5% | +66.5% |
| YTD | -8.5% | +84.8% | -93.4% | -26.8% |
| 1Y | -12.1% | +99.0% | -111.1% | -30.9% |
| 3Y | -13.2% | +217.9% | -231.1% | -41.0% |
| All | -33.5% | +170.3% | -203.9% | -55.1% |
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