-15.3%
WDAY vs SMR
-76.3%
+61.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.4% |
| 7D | -4.4% | +4.4% | -8.8% | -4.3% |
| 30D | +14.7% | +3.4% | +11.3% | +14.8% |
| 3M | +32.4% | -19.2% | +51.5% | +33.1% |
| 6M | +36.9% | -22.6% | +59.5% | +37.3% |
| YTD | -8.8% | -31.5% | +22.7% | -8.1% |
| 1Y | -15.3% | -73.1% | +57.8% | -11.7% |
| All | -15.3% | -76.3% | +61.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling