+287.9%
WDAY vs SM
-39.6%
+327.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -4.6% | -19.5% | +14.9% | -2.8% |
| 30D | +1.2% | -20.2% | +21.4% | +3.1% |
| 3M | +2.6% | -6.5% | +9.1% | +2.7% |
| 6M | +47.8% | +1.6% | +46.2% | +46.2% |
| YTD | -12.1% | +61.2% | -73.3% | -17.1% |
| 1Y | -17.1% | +65.4% | -82.5% | -22.1% |
| 3Y | -17.9% | -13.0% | -4.8% | -19.5% |
| 5Y | -35.1% | -4.3% | -30.8% | -38.4% |
| 10Y | +130.1% | +3.0% | +127.1% | +75.5% |
| All | +287.9% | -39.6% | +327.5% | +208.6% |
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