+111.5%
WDAY vs SMTC
+516.8%
-405.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | -10.5% | +17.5% | -28.1% | -13.6% |
| 30D | +2.1% | +21.3% | -19.2% | -3.2% |
| 3M | +34.6% | +3.1% | +31.5% | +28.1% |
| 6M | +29.9% | +81.7% | -51.8% | +4.0% |
| YTD | -13.8% | +115.9% | -129.8% | -34.9% |
| 1Y | -18.3% | +157.8% | -176.1% | -42.3% |
| 3Y | -26.2% | +557.3% | -583.4% | -68.8% |
| 5Y | -30.8% | +114.7% | -145.5% | -56.3% |
| All | +111.5% | +516.8% | -405.3% | -10.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling