-15.5%
WDAY vs SMR
+152.7%
-168.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -5.3% | +1.9% | -7.2% | -5.3% |
| 30D | +1.5% | -21.9% | +23.5% | +1.7% |
| 3M | +5.5% | -47.1% | +52.6% | +5.7% |
| 6M | +57.4% | -60.6% | +118.1% | +58.4% |
| YTD | -11.0% | -63.1% | +52.1% | -10.5% |
| 1Y | -15.8% | -80.4% | +64.7% | -14.7% |
| All | -15.5% | +152.7% | -168.2% | -8.9% |
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