-25.7%
WDAY vs SMR
+88.2%
-113.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +15.3% | -20.1% | -4.9% |
| 7D | -6.1% | +21.4% | -27.5% | -6.2% |
| 30D | +3.7% | +13.8% | -10.2% | +3.6% |
| 3M | +29.6% | +3.9% | +25.7% | +29.6% |
| 6M | +23.3% | -4.2% | +27.5% | +23.2% |
| YTD | -13.3% | -21.1% | +7.8% | -13.1% |
| 1Y | -19.6% | -67.1% | +47.4% | -18.6% |
| 3Y | -25.7% | +88.9% | -114.5% | -22.1% |
| All | -25.7% | +88.2% | -113.9% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling