-13.5%
WDAY vs SMTC
+70.8%
-84.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -12.9% | +14.9% | -0.9% |
| 7D | -1.2% | -24.5% | +23.3% | -6.9% |
| 30D | +6.8% | -42.5% | +49.3% | -4.7% |
| 3M | +17.8% | -14.1% | +31.9% | +18.0% |
| 6M | +57.8% | +3.6% | +54.2% | +59.7% |
| YTD | -6.0% | +50.6% | -56.6% | -5.7% |
| 1Y | -13.5% | +72.2% | -85.8% | -14.1% |
| All | -13.5% | +70.8% | -84.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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