-18.3%
WDAY vs SMR
-53.6%
+35.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.4% | +3.1% |
| 7D | +1.8% | -8.3% | +10.1% | +1.9% |
| 30D | +4.1% | -20.1% | +24.1% | +4.3% |
| 3M | -4.8% | -52.7% | +47.8% | -4.2% |
| 6M | +68.6% | -61.0% | +129.7% | +70.2% |
| YTD | -8.5% | -67.1% | +58.6% | -7.7% |
| 1Y | -12.1% | -79.9% | +67.8% | -10.5% |
| 3Y | -13.2% | +101.7% | -114.9% | -17.0% |
| All | -18.3% | -53.6% | +35.4% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling