+302.1%
WDAY vs SM
-25.4%
+327.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -5.1% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +14.7% | +26.3% | -11.6% | +12.1% |
| 3M | +32.4% | +8.7% | +23.7% | +30.8% |
| 6M | +36.9% | +51.7% | -14.8% | +30.7% |
| YTD | -8.8% | +99.0% | -107.9% | -15.4% |
| 1Y | -15.3% | +34.6% | -49.9% | -18.6% |
| 3Y | -21.2% | -7.8% | -13.5% | -23.0% |
| 5Y | -29.5% | +104.8% | -134.3% | -37.5% |
| 10Y | +120.0% | +7.2% | +112.8% | +68.3% |
| All | +302.1% | -25.4% | +327.5% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling