-22.6%
WDAY vs SMR
+7.6%
-30.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | -7.4% | +13.1% | -20.5% | -7.5% |
| 30D | +1.0% | +17.8% | -16.7% | +0.8% |
| 3M | +32.7% | +8.1% | +24.6% | +32.5% |
| 6M | +25.6% | -11.1% | +36.7% | +25.5% |
| YTD | -13.4% | -23.7% | +10.3% | -13.3% |
| 1Y | -19.4% | -69.4% | +50.0% | -18.1% |
| 3Y | -25.8% | +82.6% | -108.4% | -26.1% |
| All | -22.6% | +7.6% | -30.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling