-13.5%
WDAY vs SM
+70.4%
-83.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.3% | +17.3% | +2.6% |
| 7D | -1.2% | -21.5% | +20.3% | -0.2% |
| 30D | +6.8% | -11.4% | +18.2% | +7.0% |
| 3M | +17.8% | +0.6% | +17.2% | +16.4% |
| 6M | +57.8% | +0.2% | +57.6% | +54.8% |
| YTD | -6.0% | +69.7% | -75.7% | -11.4% |
| 1Y | -13.5% | +71.6% | -85.1% | -19.0% |
| All | -13.5% | +70.4% | -83.9% | -19.0% |
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