-34.1%
WDAY vs SIMO
+154.7%
-188.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.2% | -7.8% | -3.7% |
| 7D | -2.5% | -22.0% | +19.5% | -2.0% |
| 30D | +4.7% | -43.0% | +47.7% | +6.1% |
| 3M | +13.3% | -39.1% | +52.4% | +14.2% |
| 6M | +57.3% | -33.3% | +90.6% | +53.1% |
| YTD | -10.2% | +77.0% | -87.2% | -28.1% |
| 1Y | -14.1% | +73.0% | -87.1% | -31.0% |
| 3Y | -11.7% | +215.7% | -227.4% | -40.3% |
| All | -34.1% | +154.7% | -188.8% | -55.6% |
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