-34.1%
WDAY vs SM
-11.5%
-22.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.8% |
| 7D | -2.5% | -25.9% | +23.4% | +0.9% |
| 30D | +4.7% | -15.1% | +19.8% | +6.4% |
| 3M | +13.3% | +4.9% | +8.4% | +11.5% |
| 6M | +57.3% | +6.1% | +51.2% | +53.6% |
| YTD | -10.2% | +63.4% | -73.6% | -17.8% |
| 1Y | -14.1% | +72.5% | -86.5% | -22.1% |
| 3Y | -11.7% | -16.9% | +5.2% | -14.6% |
| All | -34.1% | -11.5% | -22.6% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling