-15.3%
WDAY vs SM
+36.8%
-52.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -5.1% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | +14.7% | +25.6% | -10.8% | +12.4% |
| 3M | +32.4% | +8.0% | +24.3% | +30.8% |
| 6M | +36.9% | +50.8% | -13.9% | +32.0% |
| YTD | -8.8% | +97.9% | -106.7% | -13.4% |
| 1Y | -15.3% | +33.8% | -49.1% | -18.6% |
| All | -15.3% | +36.8% | -52.1% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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