+144.0%
WDAY vs SM
+18.0%
+126.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.2% | +3.1% |
| 7D | +1.8% | +9.4% | -7.6% | +1.1% |
| 30D | +4.1% | -14.4% | +18.4% | +5.2% |
| 3M | -4.8% | +1.6% | -6.4% | -5.4% |
| 6M | +68.6% | +6.3% | +62.3% | +66.4% |
| YTD | -8.5% | +78.8% | -87.3% | -14.0% |
| 1Y | -12.1% | +83.1% | -95.2% | -17.6% |
| 3Y | -13.2% | -5.9% | -7.3% | -15.4% |
| 5Y | -33.7% | +4.8% | -38.5% | -37.2% |
| All | +144.0% | +18.0% | +126.0% | +89.3% |
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