-22.7%
WDAY vs SMR
-14.3%
-8.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.7% | +16.0% | +0.5% |
| 7D | -5.2% | -11.2% | +6.1% | -5.1% |
| 30D | +5.9% | -10.2% | +16.2% | +6.0% |
| 3M | +42.3% | -10.0% | +52.3% | +42.3% |
| 6M | +34.7% | -30.5% | +65.2% | +35.0% |
| YTD | -13.5% | -39.2% | +25.7% | -13.2% |
| 1Y | -18.1% | -75.5% | +57.5% | -16.6% |
| 3Y | -26.4% | +45.4% | -71.8% | -26.5% |
| All | -22.7% | -14.3% | -8.4% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling