+296.2%
WDAY vs SIMO
+1,538.0%
-1,241.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.2% | -7.8% | -4.2% |
| 7D | -2.5% | -22.0% | +19.5% | +0.5% |
| 30D | +4.7% | -43.0% | +47.7% | +12.0% |
| 3M | +13.3% | -39.1% | +52.4% | +18.4% |
| 6M | +57.3% | -33.3% | +90.6% | +54.7% |
| YTD | -10.2% | +77.0% | -87.2% | -32.0% |
| 1Y | -14.1% | +73.0% | -87.1% | -34.7% |
| 3Y | -11.7% | +215.7% | -227.4% | -44.4% |
| 5Y | -33.5% | +155.6% | -189.1% | -57.8% |
| 10Y | +133.1% | +388.4% | -255.3% | +18.9% |
| All | +296.2% | +1,538.0% | -1,241.9% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling