+292.6%
WDAY vs SM
-36.2%
+328.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | +0.7% |
| 7D | -5.3% | +0.3% | -5.6% | -5.3% |
| 30D | +1.5% | -17.3% | +18.9% | +3.1% |
| 3M | +5.5% | -3.6% | +9.0% | +5.3% |
| 6M | +57.4% | +2.9% | +54.5% | +55.6% |
| YTD | -11.0% | +70.2% | -81.2% | -16.5% |
| 1Y | -15.8% | +66.5% | -82.3% | -20.9% |
| 3Y | -16.9% | -8.2% | -8.7% | -19.0% |
| 5Y | -35.3% | -1.5% | -33.8% | -38.7% |
| 10Y | +131.0% | +11.9% | +119.1% | +74.7% |
| All | +292.6% | -36.2% | +328.8% | +210.7% |
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