-18.3%
WDAY vs SMR
-72.0%
+53.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.0% | -0.6% |
| 7D | -10.5% | +4.7% | -15.3% | -10.4% |
| 30D | +2.1% | +3.2% | -1.1% | +2.2% |
| 3M | +34.6% | +9.9% | +24.7% | +35.2% |
| 6M | +29.9% | -15.1% | +45.0% | +30.3% |
| YTD | -13.8% | -27.9% | +14.1% | -13.1% |
| 1Y | -18.3% | -70.2% | +52.0% | -14.7% |
| All | -18.3% | -72.0% | +53.7% | -14.7% |
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