+113.3%
WDAY vs SM
+16.0%
+97.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | +1.0% | +20.3% | -19.3% | -0.7% |
| 3M | +32.7% | +22.9% | +9.8% | +29.8% |
| 6M | +25.6% | +47.8% | -22.2% | +20.7% |
| YTD | -13.4% | +107.5% | -120.8% | -19.3% |
| 1Y | -19.4% | +51.7% | -71.1% | -23.0% |
| 3Y | -25.8% | -0.9% | -24.9% | -27.8% |
| 5Y | -31.1% | +112.2% | -143.3% | -38.1% |
| 10Y | +113.3% | +20.3% | +93.0% | +66.2% |
| All | +113.3% | +16.0% | +97.4% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling